+36.5%
XLB vs DECK
+25.5%
+11.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.6% |
| 7D | -1.4% | -2.2% | +0.8% | -1.0% |
| 30D | -0.4% | -13.6% | +13.2% | +2.2% |
| 3M | +2.0% | -21.2% | +23.2% | +6.3% |
| 6M | +1.8% | -21.1% | +22.9% | +5.8% |
| YTD | +16.6% | -17.2% | +33.8% | +19.4% |
| 1Y | +16.9% | -30.7% | +47.7% | +23.3% |
| 3Y | +32.6% | -3.4% | +35.9% | +22.6% |
| All | +36.5% | +25.5% | +11.0% | +10.1% |
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