+7.2%
DECK vs XYL
-32.2%
+39.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.1% |
| 7D | +6.0% | +10.2% | -4.2% | +2.2% |
| 30D | +7.4% | -4.3% | +11.8% | +8.0% |
| 3M | -11.7% | -17.8% | +6.2% | -3.7% |
| 6M | -11.0% | -13.4% | +2.4% | -5.8% |
| YTD | -15.4% | -25.7% | +10.3% | -4.9% |
| 1Y | +7.2% | -32.7% | +39.9% | +29.0% |
| All | +7.2% | -32.2% | +39.4% | +29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling