+24.3%
DECK vs XYL
-18.4%
+42.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -0.9% |
| 7D | +6.0% | +10.2% | -4.2% | 0.0% |
| 30D | +7.4% | -4.3% | +11.8% | +8.9% |
| 3M | -11.7% | -17.8% | +6.2% | -1.5% |
| 6M | -11.0% | -13.4% | +2.4% | -4.2% |
| YTD | -15.4% | -25.7% | +10.3% | -0.2% |
| 1Y | +7.2% | -32.7% | +39.9% | +34.8% |
| 3Y | -11.8% | +7.1% | -19.0% | -20.2% |
| 5Y | +24.3% | -18.7% | +43.1% | +30.8% |
| All | +24.3% | -18.4% | +42.8% | +30.8% |
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