+673.5%
XLK vs DECK
+874.1%
-200.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.6% | +1.7% |
| 7D | -8.2% | +5.8% | -14.0% | -9.6% |
| 30D | -18.2% | +7.9% | -26.1% | -19.9% |
| 3M | -11.0% | -11.4% | +0.4% | -8.7% |
| 6M | -2.9% | -16.6% | +13.7% | +0.5% |
| YTD | +14.8% | -16.4% | +31.2% | +17.5% |
| 1Y | +14.5% | +8.6% | +5.9% | +8.8% |
| 3Y | +94.2% | -15.1% | +109.3% | +85.9% |
| 5Y | +104.6% | +22.9% | +81.7% | +68.8% |
| All | +673.5% | +874.1% | -200.6% | +344.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling