+142.5%
XLC vs DECK
+331.2%
-188.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.7% | -1.6% |
| 7D | -0.8% | -2.2% | +1.4% | -0.3% |
| 30D | +1.0% | -13.6% | +14.6% | +4.5% |
| 3M | -0.7% | -21.2% | +20.5% | +4.7% |
| 6M | -5.1% | -21.1% | +15.9% | -0.4% |
| YTD | -4.3% | -17.2% | +12.9% | -1.3% |
| 1Y | -0.6% | -30.7% | +30.2% | +6.2% |
| 3Y | +72.7% | -3.4% | +76.1% | +57.4% |
| 5Y | +38.0% | +25.5% | +12.4% | +11.7% |
| All | +142.5% | +331.2% | -188.7% | +32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling