+888.8%
DECK vs XME
+287.2%
+601.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.6% | +4.1% | +0.9% |
| 7D | +6.0% | -10.5% | +16.5% | +11.3% |
| 30D | +7.4% | -16.5% | +23.9% | +16.1% |
| 3M | -11.7% | -19.2% | +7.5% | -3.7% |
| 6M | -11.0% | -23.8% | +12.9% | -1.3% |
| YTD | -15.4% | -12.6% | -2.8% | -13.9% |
| 1Y | +7.2% | -0.1% | +7.4% | +1.8% |
| 3Y | -11.8% | +79.3% | -91.1% | -39.6% |
| 5Y | +24.3% | +108.2% | -83.9% | -24.4% |
| All | +888.8% | +287.2% | +601.6% | +245.3% |
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