+174.3%
XLE vs DECK
+718.3%
-544.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.4% | -1.2% |
| 7D | +2.2% | -2.2% | +4.4% | +2.6% |
| 30D | +11.8% | -13.6% | +25.4% | +14.9% |
| 3M | +9.8% | -21.2% | +31.1% | +14.5% |
| 6M | +15.6% | -21.1% | +36.7% | +19.6% |
| YTD | +45.3% | -17.2% | +62.5% | +47.9% |
| 1Y | +48.3% | -30.7% | +79.1% | +55.9% |
| 3Y | +55.4% | -3.4% | +58.8% | +40.7% |
| 5Y | +216.1% | +25.5% | +190.6% | +157.4% |
| All | +174.3% | +718.3% | -544.0% | +46.0% |
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