+48.3%
XLE vs DECK
-30.4%
+78.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.4% | -0.8% |
| 7D | +2.2% | -2.2% | +4.4% | +2.1% |
| 30D | +11.8% | -13.6% | +25.4% | +11.2% |
| 3M | +9.8% | -21.2% | +31.1% | +9.1% |
| 6M | +15.6% | -21.1% | +36.7% | +15.5% |
| YTD | +45.3% | -17.2% | +62.5% | +44.2% |
| 1Y | +48.3% | -30.7% | +79.1% | +46.9% |
| All | +48.3% | -30.4% | +78.7% | +46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling