+163.4%
XLE vs DECK
+31.2%
+132.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +6.0% | -10.7% | -5.2% |
| 7D | -7.2% | +10.4% | -17.6% | -8.0% |
| 30D | +0.1% | +11.1% | -11.0% | -0.9% |
| 3M | +9.2% | -10.8% | +20.0% | +10.1% |
| 6M | +8.4% | -8.7% | +17.1% | +8.7% |
| YTD | +44.9% | -14.0% | +58.9% | +45.4% |
| 1Y | +49.9% | +12.0% | +37.8% | +45.6% |
| 3Y | +61.1% | -10.5% | +71.6% | +55.4% |
| 5Y | +163.4% | +28.5% | +134.9% | +147.1% |
| All | +163.4% | +31.2% | +132.1% | +147.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling