+402.8%
DECK vs XYL
+425.6%
-22.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +5.0% | +1.0% | +3.3% |
| 7D | +10.4% | +14.5% | -4.2% | +2.5% |
| 30D | +11.1% | -1.3% | +12.4% | +10.7% |
| 3M | -10.8% | -17.0% | +6.2% | -2.4% |
| 6M | -8.7% | -11.3% | +2.6% | -3.9% |
| YTD | -14.0% | -25.0% | +10.9% | -1.1% |
| 1Y | +12.0% | -31.5% | +43.6% | +35.5% |
| 3Y | -10.5% | +8.2% | -18.7% | -16.7% |
| 5Y | +28.5% | -17.1% | +45.6% | +35.3% |
| 10Y | +923.3% | +141.1% | +782.2% | +534.0% |
| All | +402.8% | +425.6% | -22.8% | +114.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling