+160.6%
XLB vs DECK
+718.3%
-557.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.7% |
| 7D | -1.4% | -2.2% | +0.8% | -0.9% |
| 30D | -0.4% | -13.6% | +13.2% | +2.8% |
| 3M | +2.0% | -21.2% | +23.2% | +7.2% |
| 6M | +1.8% | -21.1% | +22.9% | +6.6% |
| YTD | +16.6% | -17.2% | +33.8% | +19.9% |
| 1Y | +16.9% | -30.7% | +47.7% | +24.4% |
| 3Y | +32.6% | -3.4% | +35.9% | +22.4% |
| 5Y | +35.6% | +25.5% | +10.1% | +13.1% |
| All | +160.6% | +718.3% | -557.7% | +48.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling