+56.6%
XLF vs DECK
+25.8%
+30.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.3% | -2.6% |
| 7D | +1.0% | +6.0% | -5.0% | 0.0% |
| 30D | +6.5% | +7.4% | -1.0% | +5.1% |
| 3M | -0.5% | -11.7% | +11.1% | +1.4% |
| 6M | +12.2% | -11.0% | +23.2% | +13.9% |
| YTD | +6.3% | -15.4% | +21.6% | +8.1% |
| 1Y | +11.0% | +7.2% | +3.8% | +8.1% |
| 3Y | +78.3% | -11.8% | +90.2% | +67.9% |
| 5Y | +56.6% | +24.3% | +32.2% | +28.5% |
| All | +56.6% | +25.8% | +30.8% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling