+250.9%
XLF vs DECK
+718.3%
-467.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.3% | -1.1% |
| 7D | 0.0% | -2.2% | +2.2% | +0.5% |
| 30D | +0.2% | -13.6% | +13.8% | +3.4% |
| 3M | +11.7% | -21.2% | +33.0% | +17.3% |
| 6M | +13.8% | -21.1% | +34.9% | +19.0% |
| YTD | +7.0% | -17.2% | +24.2% | +10.0% |
| 1Y | +9.1% | -30.7% | +39.9% | +16.0% |
| 3Y | +75.6% | -3.4% | +79.0% | +60.5% |
| 5Y | +66.4% | +25.5% | +40.9% | +36.5% |
| All | +250.9% | +718.3% | -467.4% | +91.5% |
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