+4,163.8%
DECK vs XME
+161.1%
+4,002.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.6% | +4.1% | +1.1% |
| 7D | +6.0% | -10.5% | +16.5% | +11.7% |
| 30D | +7.4% | -16.5% | +23.9% | +16.7% |
| 3M | -11.7% | -19.2% | +7.5% | -3.1% |
| 6M | -11.0% | -23.8% | +12.9% | -0.6% |
| YTD | -15.4% | -12.6% | -2.8% | -13.4% |
| 1Y | +7.2% | -0.1% | +7.4% | +2.3% |
| 3Y | -11.8% | +79.3% | -91.1% | -38.9% |
| 5Y | +24.3% | +108.2% | -83.9% | -23.0% |
| 10Y | +907.5% | +292.6% | +615.0% | +319.3% |
| All | +4,163.8% | +161.1% | +4,002.7% | +1,781.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling