-11.0%
DECK vs XE
-69.5%
+58.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -10.4% | +8.9% | -1.5% |
| 7D | +6.0% | -23.1% | +29.1% | +6.1% |
| 30D | +7.4% | -41.7% | +49.2% | +7.9% |
| 3M | -11.7% | -52.8% | +41.1% | -11.1% |
| 6M | -11.0% | -68.4% | +57.4% | -6.7% |
| All | -11.0% | -69.5% | +58.5% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 6mo: compounded portfolio wealth divided by compounded XE 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…
6mo analysis · Full analysis span regression · 6 months rolling