+71.5%
XLI vs DECK
+26.2%
+45.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -1.5% | +6.8% | -8.3% | -2.7% |
| 30D | -0.3% | +8.3% | -8.6% | -1.8% |
| 3M | -8.4% | -7.9% | -0.5% | -7.2% |
| 6M | -2.1% | -10.6% | +8.5% | -0.7% |
| YTD | +9.6% | -13.4% | +23.0% | +11.2% |
| 1Y | +10.7% | +12.5% | -1.8% | +6.7% |
| 3Y | +71.6% | -14.9% | +86.4% | +64.3% |
| All | +71.5% | +26.2% | +45.3% | +44.5% |
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