+422.3%
XLF vs DECK
+100,771.1%
-100,348.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.3% | -1.0% |
| 7D | 0.0% | -2.2% | +2.2% | +0.4% |
| 30D | +0.2% | -13.6% | +13.8% | +2.5% |
| 3M | +11.7% | -21.2% | +33.0% | +15.8% |
| 6M | +13.8% | -21.1% | +34.9% | +17.6% |
| YTD | +7.0% | -17.2% | +24.2% | +9.3% |
| 1Y | +9.1% | -30.7% | +39.9% | +14.1% |
| 3Y | +75.6% | -3.4% | +79.0% | +67.9% |
| 5Y | +66.4% | +25.5% | +40.9% | +49.4% |
| 10Y | +250.3% | +714.7% | -464.4% | +127.3% |
| All | +422.3% | +100,771.1% | -100,348.8% | +144.8% |
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