-14.1%
DECK vs XME
+78.7%
-92.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.6% | +4.1% | 0.0% |
| 7D | +6.0% | -10.5% | +16.5% | +9.3% |
| 30D | +7.4% | -16.5% | +23.9% | +12.9% |
| 3M | -11.7% | -19.2% | +7.5% | -6.6% |
| 6M | -11.0% | -23.8% | +12.9% | -4.6% |
| YTD | -15.4% | -12.6% | -2.8% | -16.0% |
| 1Y | +7.2% | -0.1% | +7.4% | +0.2% |
| All | -14.1% | +78.7% | -92.8% | -38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling