+46.1%
XEL vs DECK
+28.0%
+18.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | +1.7% | +6.8% | -5.1% | +1.7% |
| 30D | +8.6% | +8.3% | +0.3% | +8.5% |
| 3M | +5.1% | -7.9% | +12.9% | +5.1% |
| 6M | +2.5% | -10.6% | +13.1% | +2.5% |
| YTD | +11.0% | -13.4% | +24.4% | +11.0% |
| 1Y | +2.7% | +12.5% | -9.7% | +2.9% |
| 3Y | +49.7% | -14.9% | +64.6% | +47.8% |
| 5Y | +46.1% | +27.5% | +18.7% | +44.7% |
| All | +46.1% | +28.0% | +18.1% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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