+1,024.7%
XLE vs DECK
+100,771.1%
-99,746.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.4% | -1.0% |
| 7D | +2.2% | -2.2% | +4.4% | +2.5% |
| 30D | +11.8% | -13.6% | +25.4% | +13.6% |
| 3M | +9.8% | -21.2% | +31.1% | +12.6% |
| 6M | +15.6% | -21.1% | +36.7% | +17.9% |
| YTD | +45.3% | -17.2% | +62.5% | +47.0% |
| 1Y | +48.3% | -30.7% | +79.1% | +52.7% |
| 3Y | +55.4% | -3.4% | +58.8% | +49.9% |
| 5Y | +216.1% | +25.5% | +190.6% | +190.5% |
| 10Y | +178.4% | +714.7% | -536.3% | +105.1% |
| All | +1,024.7% | +100,771.1% | -99,746.3% | +605.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling