+112.3%
ROST vs DECK
+25.5%
+86.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.8% |
| 7D | +0.9% | -2.2% | +3.2% | +1.5% |
| 30D | -8.9% | -13.6% | +4.7% | -5.3% |
| 3M | -0.8% | -21.2% | +20.4% | +5.5% |
| 6M | +8.5% | -21.1% | +29.6% | +14.9% |
| YTD | +28.6% | -17.2% | +45.8% | +33.4% |
| 1Y | +52.3% | -30.7% | +83.1% | +64.8% |
| 3Y | +94.8% | -3.4% | +98.2% | +77.2% |
| All | +112.3% | +25.5% | +86.8% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling