+254.3%
XLI vs DECK
+718.3%
-464.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.1% | +0.1% |
| 7D | -1.1% | -2.2% | +1.2% | -0.6% |
| 30D | -5.9% | -13.6% | +7.6% | -3.0% |
| 3M | -0.3% | -21.2% | +21.0% | +4.7% |
| 6M | +0.1% | -21.1% | +21.2% | +4.7% |
| YTD | +13.6% | -17.2% | +30.8% | +16.8% |
| 1Y | +17.2% | -30.7% | +47.9% | +24.7% |
| 3Y | +68.2% | -3.4% | +71.6% | +55.2% |
| 5Y | +80.7% | +25.5% | +55.2% | +50.5% |
| All | +254.3% | +718.3% | -464.0% | +100.2% |
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