+126.6%
XLC vs DECK
+340.9%
-214.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.2% |
| 7D | +3.1% | +6.0% | -2.9% | +1.7% |
| 30D | -6.5% | +7.4% | -14.0% | -8.2% |
| 3M | -5.6% | -11.7% | +6.1% | -3.0% |
| 6M | -9.2% | -11.0% | +1.7% | -7.3% |
| YTD | -10.6% | -15.4% | +4.8% | -8.4% |
| 1Y | -6.9% | +7.2% | -14.1% | -10.1% |
| 3Y | +59.9% | -11.8% | +71.7% | +50.3% |
| 5Y | +34.7% | +24.3% | +10.3% | +9.7% |
| All | +126.6% | +340.9% | -214.3% | +22.6% |
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