+107.6%
ROST vs DECK
+25.8%
+81.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.7% | -3.8% |
| 7D | +1.3% | +6.0% | -4.8% | -0.3% |
| 30D | +4.9% | +7.4% | -2.5% | +2.8% |
| 3M | -6.9% | -11.7% | +4.7% | -3.9% |
| 6M | +3.8% | -11.0% | +14.8% | +6.6% |
| YTD | +31.4% | -15.4% | +46.7% | +35.4% |
| 1Y | +46.2% | +7.2% | +39.0% | +40.6% |
| 3Y | +99.8% | -11.8% | +111.6% | +87.3% |
| 5Y | +107.6% | +24.3% | +83.3% | +80.5% |
| All | +107.6% | +25.8% | +81.9% | +80.5% |
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