+181.4%
XLE vs DECK
+937.4%
-756.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +6.0% | -10.7% | -5.9% |
| 7D | -7.2% | +10.4% | -17.6% | -9.1% |
| 30D | +0.1% | +11.1% | -11.0% | -2.1% |
| 3M | +9.2% | -10.8% | +20.0% | +11.1% |
| 6M | +8.4% | -8.7% | +17.1% | +9.0% |
| YTD | +44.9% | -14.0% | +58.9% | +45.9% |
| 1Y | +49.9% | +12.0% | +37.8% | +42.1% |
| 3Y | +61.1% | -10.5% | +71.6% | +49.5% |
| 5Y | +163.4% | +28.5% | +134.9% | +114.3% |
| 10Y | +181.4% | +923.3% | -741.9% | +46.2% |
| All | +181.4% | +937.4% | -756.0% | +46.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling