+1,021.9%
XLE vs DECK
+104,650.3%
-103,628.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +6.0% | -10.7% | -5.4% |
| 7D | -7.2% | +10.4% | -17.6% | -8.3% |
| 30D | +0.1% | +11.1% | -11.0% | -1.2% |
| 3M | +9.2% | -10.8% | +20.0% | +10.3% |
| 6M | +8.4% | -8.7% | +17.1% | +8.8% |
| YTD | +44.9% | -14.0% | +58.9% | +45.7% |
| 1Y | +49.9% | +12.0% | +37.8% | +45.8% |
| 3Y | +61.1% | -10.5% | +71.6% | +57.0% |
| 5Y | +163.4% | +28.5% | +134.9% | +141.5% |
| 10Y | +181.4% | +923.3% | -741.9% | +102.5% |
| All | +1,021.9% | +104,650.3% | -103,628.4% | +599.6% |
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 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