+4,679.0%
DECK vs XHB
+173.9%
+4,505.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +0.9% |
| 7D | -2.2% | -1.3% | -0.9% | -1.3% |
| 30D | -13.6% | -6.9% | -6.7% | -9.0% |
| 3M | -21.2% | -1.3% | -20.0% | -20.9% |
| 6M | -21.1% | -6.8% | -14.3% | -17.3% |
| YTD | -17.2% | +0.7% | -18.0% | -18.6% |
| 1Y | -30.7% | -11.2% | -19.5% | -25.4% |
| 3Y | -3.4% | +25.3% | -28.7% | -19.8% |
| 5Y | +25.5% | +37.3% | -11.8% | -2.8% |
| 10Y | +714.7% | +211.5% | +503.1% | +250.5% |
| All | +4,679.0% | +173.9% | +4,505.1% | +1,540.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling