+169.1%
XLB vs DECK
+874.1%
-704.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.5% |
| 7D | -1.5% | +5.8% | -7.3% | -2.7% |
| 30D | +6.1% | +7.9% | -1.8% | +4.2% |
| 3M | 0.0% | -11.4% | +11.4% | +2.5% |
| 6M | 0.0% | -16.6% | +16.5% | +3.5% |
| YTD | +16.0% | -16.4% | +32.4% | +18.9% |
| 1Y | +24.7% | +8.6% | +16.1% | +20.2% |
| 3Y | +40.4% | -15.1% | +55.5% | +34.5% |
| 5Y | +30.7% | +22.9% | +7.8% | +9.8% |
| All | +169.1% | +874.1% | -704.9% | +51.2% |
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