+30.8%
XEL vs DECK
+25.5%
+5.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.8% |
| 7D | -1.0% | -2.2% | +1.3% | -0.9% |
| 30D | -1.9% | -13.6% | +11.7% | -1.8% |
| 3M | -1.9% | -21.2% | +19.3% | -1.8% |
| 6M | -7.4% | -21.1% | +13.6% | -7.4% |
| YTD | +4.1% | -17.2% | +21.3% | +4.2% |
| 1Y | +8.0% | -30.7% | +38.8% | +8.2% |
| 3Y | +48.4% | -3.4% | +51.8% | +46.0% |
| All | +30.8% | +25.5% | +5.3% | +25.3% |
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