+741.1%
DECK vs XYL
+133.9%
+607.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +2.8% |
| 7D | -2.2% | -5.0% | +2.8% | +0.9% |
| 30D | -13.6% | -13.2% | -0.4% | -5.8% |
| 3M | -21.2% | -3.7% | -17.5% | -19.6% |
| 6M | -21.1% | -17.7% | -3.4% | -11.4% |
| YTD | -17.2% | -21.5% | +4.3% | -4.8% |
| 1Y | -30.7% | -24.5% | -6.3% | -18.6% |
| 3Y | -3.4% | +6.9% | -10.3% | -9.4% |
| 5Y | +25.5% | -18.1% | +43.6% | +34.3% |
| All | +741.1% | +133.9% | +607.2% | +409.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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