+20.7%
XLK vs DECK
+11.2%
+9.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.0% | -6.0% | -0.2% |
| 7D | -7.6% | +10.4% | -18.0% | -8.0% |
| 30D | -12.2% | +11.1% | -23.3% | -12.5% |
| 3M | -5.5% | -10.8% | +5.3% | -5.0% |
| 6M | +9.2% | -8.7% | +17.9% | +9.2% |
| YTD | +23.0% | -14.0% | +37.1% | +23.8% |
| 1Y | +20.7% | +12.0% | +8.7% | +20.1% |
| All | +20.7% | +11.2% | +9.5% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling