+36.6%
XLB vs DECK
+31.2%
+5.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.0% | -3.5% | +1.4% |
| 7D | +3.9% | +10.4% | -6.4% | +2.0% |
| 30D | +8.9% | +11.1% | -2.2% | +6.7% |
| 3M | +4.1% | -10.8% | +14.9% | +6.2% |
| 6M | +7.3% | -8.7% | +16.1% | +8.7% |
| YTD | +20.4% | -14.0% | +34.4% | +22.4% |
| 1Y | +29.5% | +12.0% | +17.5% | +24.8% |
| 3Y | +44.9% | -10.5% | +55.4% | +36.1% |
| 5Y | +36.6% | +28.5% | +8.1% | +10.5% |
| All | +36.6% | +31.2% | +5.4% | +10.5% |
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