+127.9%
XLC vs DECK
+347.8%
-219.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.0% | -2.5% | +2.1% |
| 7D | +1.8% | +10.4% | -8.6% | -0.6% |
| 30D | -6.0% | +11.1% | -17.1% | -8.3% |
| 3M | -6.0% | -10.8% | +4.8% | -3.7% |
| 6M | -9.1% | -8.7% | -0.3% | -7.6% |
| YTD | -10.0% | -14.0% | +4.0% | -8.2% |
| 1Y | -5.8% | +12.0% | -17.8% | -10.1% |
| 3Y | +60.8% | -10.5% | +71.3% | +50.6% |
| 5Y | +36.6% | +28.5% | +8.1% | +10.4% |
| All | +127.9% | +347.8% | -219.9% | +22.9% |
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 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