+83.9%
XLI vs DECK
+25.5%
+58.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.1% | +0.1% |
| 7D | -1.1% | -2.2% | +1.2% | -0.7% |
| 30D | -5.9% | -13.6% | +7.6% | -3.6% |
| 3M | -0.3% | -21.2% | +21.0% | +3.7% |
| 6M | +0.1% | -21.1% | +21.2% | +3.8% |
| YTD | +13.6% | -17.2% | +30.8% | +16.2% |
| 1Y | +17.2% | -30.7% | +47.9% | +23.3% |
| 3Y | +68.2% | -3.4% | +71.6% | +56.9% |
| All | +83.9% | +25.5% | +58.4% | +51.6% |
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 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