+31.6%
XLB vs DECK
+25.8%
+5.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.6% |
| 7D | -0.4% | +6.0% | -6.4% | -1.5% |
| 30D | +5.2% | +7.4% | -2.2% | +3.7% |
| 3M | -0.1% | -11.7% | +11.5% | +2.0% |
| 6M | +2.4% | -11.0% | +13.4% | +4.2% |
| YTD | +16.9% | -15.4% | +32.2% | +19.2% |
| 1Y | +25.0% | +7.2% | +17.8% | +21.5% |
| 3Y | +40.7% | -11.8% | +52.5% | +32.5% |
| 5Y | +31.6% | +24.3% | +7.3% | +6.9% |
| All | +31.6% | +25.8% | +5.8% | +6.9% |
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