+67.2%
XLI vs DECK
-12.4%
+79.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.9% |
| 7D | -4.5% | +6.0% | -10.5% | -5.4% |
| 30D | -5.3% | +7.4% | -12.8% | -6.4% |
| 3M | -12.6% | -11.7% | -0.9% | -11.1% |
| 6M | -5.3% | -11.0% | +5.7% | -4.1% |
| YTD | +5.6% | -15.4% | +20.9% | +7.2% |
| 1Y | +7.3% | +7.2% | 0.0% | +4.9% |
| All | +67.2% | -12.4% | +79.5% | +67.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling