-17.9%
DECK vs XE
-66.6%
+48.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -8.5% | +14.4% | +6.0% |
| 7D | +10.4% | -12.9% | +23.3% | +10.5% |
| 30D | +11.1% | -30.3% | +41.4% | +11.5% |
| 3M | -10.8% | -45.9% | +35.1% | -10.2% |
| 6M | -8.7% | -66.2% | +57.5% | -5.9% |
| All | -17.9% | -66.6% | +48.7% | -15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling