+8.4%
XLE vs DECK
-10.6%
+18.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +6.0% | -10.7% | -3.2% |
| 7D | -7.2% | +10.4% | -17.6% | -4.8% |
| 30D | +0.1% | +11.1% | -11.0% | +2.9% |
| 3M | +9.2% | -10.8% | +20.0% | +6.8% |
| 6M | +8.4% | -8.7% | +17.1% | +9.7% |
| All | +8.4% | -10.6% | +18.9% | +9.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling