+243.8%
XLF vs DECK
+874.1%
-630.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | +1.2% | +5.8% | -4.6% | -0.1% |
| 30D | +6.3% | +7.9% | -1.5% | +4.5% |
| 3M | -0.8% | -11.4% | +10.6% | +1.7% |
| 6M | +11.0% | -16.6% | +27.6% | +14.8% |
| YTD | +5.6% | -16.4% | +22.0% | +8.2% |
| 1Y | +10.8% | +8.6% | +2.1% | +6.6% |
| 3Y | +77.8% | -15.1% | +92.9% | +69.1% |
| 5Y | +55.6% | +22.9% | +32.8% | +28.8% |
| All | +243.8% | +874.1% | -630.3% | +80.9% |
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 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