-14.1%
DECK vs XHB
+38.1%
-52.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | +1.0% |
| 7D | +6.0% | +2.5% | +3.5% | +4.1% |
| 30D | +7.4% | +6.7% | +0.8% | +2.4% |
| 3M | -11.7% | -5.8% | -5.8% | -7.8% |
| 6M | -11.0% | +1.7% | -12.7% | -12.7% |
| YTD | -15.4% | +1.9% | -17.2% | -18.1% |
| 1Y | +7.2% | +0.9% | +6.4% | +4.3% |
| All | -14.1% | +38.1% | -52.2% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 3y: compounded portfolio wealth divided by compounded XHB 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…
3y analysis · Full analysis span regression · 6 months rolling