+26.1%
DECK vs XME
+176.2%
-150.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.3% | +1.5% |
| 7D | -2.2% | -0.1% | -2.1% | -2.2% |
| 30D | -13.6% | +6.0% | -19.6% | -15.6% |
| 3M | -21.2% | -7.7% | -13.5% | -19.4% |
| 6M | -21.1% | +1.0% | -22.0% | -22.3% |
| YTD | -17.2% | +14.6% | -31.9% | -23.9% |
| 1Y | -30.7% | +46.0% | -76.7% | -43.6% |
| 3Y | -3.4% | +127.0% | -130.4% | -36.6% |
| All | +26.1% | +176.2% | -150.1% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling