+11.8%
XLF vs DECK
+8.9%
+2.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +1.9% | +6.8% | -4.9% | +1.0% |
| 30D | +6.5% | +8.3% | -1.8% | +5.2% |
| 3M | +1.2% | -7.9% | +9.0% | +1.9% |
| 6M | +14.6% | -10.6% | +25.1% | +15.4% |
| YTD | +7.7% | -13.4% | +21.1% | +9.0% |
| 1Y | +11.8% | +12.5% | -0.7% | +7.3% |
| All | +11.8% | +8.9% | +2.9% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling