+877.2%
DECK vs XME
+300.2%
+577.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.4% | -4.5% | -2.7% |
| 7D | +5.8% | -4.5% | +10.2% | +7.8% |
| 30D | +7.9% | -10.9% | +18.7% | +13.2% |
| 3M | -11.4% | -15.3% | +3.9% | -5.5% |
| 6M | -16.6% | -24.6% | +8.1% | -7.1% |
| YTD | -16.4% | -9.6% | -6.7% | -16.2% |
| 1Y | +8.6% | +2.9% | +5.7% | +1.7% |
| 3Y | -15.1% | +86.9% | -102.0% | -43.0% |
| 5Y | +22.9% | +115.2% | -92.3% | -26.4% |
| All | +877.2% | +300.2% | +577.0% | +236.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling