+64.6%
XLI vs DECK
+25.8%
+38.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.8% |
| 7D | -4.5% | +6.0% | -10.5% | -5.5% |
| 30D | -5.3% | +7.4% | -12.8% | -6.6% |
| 3M | -12.6% | -11.7% | -0.9% | -10.8% |
| 6M | -5.3% | -11.0% | +5.7% | -3.9% |
| YTD | +5.6% | -15.4% | +20.9% | +7.5% |
| 1Y | +7.3% | +7.2% | 0.0% | +4.3% |
| 3Y | +66.7% | -11.8% | +78.6% | +58.1% |
| 5Y | +64.6% | +24.3% | +40.3% | +39.5% |
| All | +64.6% | +25.8% | +38.8% | +39.5% |
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