+61.3%
XLC vs DECK
-11.0%
+72.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.0% | -2.5% | +2.5% |
| 7D | +1.8% | +10.4% | -8.6% | +0.2% |
| 30D | -6.0% | +11.1% | -17.1% | -7.6% |
| 3M | -6.0% | -10.8% | +4.8% | -4.5% |
| 6M | -9.1% | -8.7% | -0.3% | -8.1% |
| YTD | -10.0% | -14.0% | +4.0% | -8.7% |
| 1Y | -5.8% | +12.0% | -17.8% | -8.4% |
| All | +61.3% | -11.0% | +72.2% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling