+26.1%
DECK vs XYL
-17.7%
+43.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +2.9% |
| 7D | -2.2% | -5.0% | +2.8% | +1.1% |
| 30D | -13.6% | -13.2% | -0.4% | -5.4% |
| 3M | -21.2% | -3.7% | -17.5% | -19.5% |
| 6M | -21.1% | -17.7% | -3.4% | -10.9% |
| YTD | -17.2% | -21.5% | +4.3% | -4.1% |
| 1Y | -30.7% | -24.5% | -6.3% | -17.9% |
| 3Y | -3.4% | +6.9% | -10.3% | -10.6% |
| All | +26.1% | -17.7% | +43.8% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling