+71.7%
XLI vs DECK
+27.7%
+43.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.0% | -7.1% | -2.2% |
| 7D | +0.6% | +10.4% | -9.8% | -1.3% |
| 30D | -0.4% | +11.1% | -11.5% | -2.4% |
| 3M | -8.8% | -10.8% | +1.9% | -7.2% |
| 6M | -0.4% | -8.7% | +8.4% | +0.6% |
| YTD | +10.1% | -14.0% | +24.2% | +11.8% |
| 1Y | +12.3% | +12.0% | +0.3% | +8.3% |
| 3Y | +73.9% | -10.5% | +84.4% | +64.5% |
| All | +71.7% | +27.7% | +43.9% | +45.1% |
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