+167.2%
XLE vs DECK
+885.7%
-718.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.4% | -2.7% |
| 7D | -10.3% | +6.0% | -16.3% | -11.4% |
| 30D | -3.3% | +7.4% | -10.8% | -4.9% |
| 3M | +8.2% | -11.7% | +19.8% | +10.3% |
| 6M | +5.0% | -11.0% | +16.0% | +6.1% |
| YTD | +40.6% | -15.4% | +55.9% | +42.0% |
| 1Y | +45.0% | +7.2% | +37.8% | +38.8% |
| 3Y | +56.3% | -11.8% | +68.2% | +45.5% |
| 5Y | +152.2% | +24.3% | +127.9% | +107.1% |
| All | +167.2% | +885.7% | -718.4% | +39.6% |
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 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