+71,441.4%
ROST vs DECK
+7,820.9%
+63,620.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.6% |
| 7D | +0.9% | -2.2% | +3.2% | +1.2% |
| 30D | -8.9% | -13.6% | +4.7% | -7.5% |
| 3M | -0.8% | -21.2% | +20.4% | +1.6% |
| 6M | +8.5% | -21.1% | +29.6% | +11.0% |
| YTD | +28.6% | -17.2% | +45.8% | +30.6% |
| 1Y | +52.3% | -30.7% | +83.1% | +57.2% |
| 3Y | +94.8% | -3.4% | +98.2% | +91.7% |
| 5Y | +110.8% | +25.5% | +85.2% | +100.3% |
| 10Y | +304.5% | +714.7% | -410.1% | +227.0% |
| All | +71,441.4% | +7,820.9% | +63,620.5% | +50,176.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling