+12.3%
XLI vs DECK
+11.2%
+1.1%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.0% | -7.1% | -1.9% |
| 7D | +0.6% | +10.4% | -9.8% | -0.8% |
| 30D | -0.4% | +11.1% | -11.5% | -1.9% |
| 3M | -8.8% | -10.8% | +1.9% | -7.7% |
| 6M | -0.4% | -8.7% | +8.4% | +0.2% |
| YTD | +10.1% | -14.0% | +24.2% | +11.6% |
| 1Y | +12.3% | +12.0% | +0.3% | +10.6% |
| All | +12.3% | +11.2% | +1.1% | +10.6% |
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