+14.5%
XLK vs DECK
+6.6%
+7.9%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.6% | +1.5% |
| 7D | -8.2% | +5.8% | -14.0% | -8.4% |
| 30D | -18.2% | +7.9% | -26.1% | -18.4% |
| 3M | -11.0% | -11.4% | +0.4% | -10.6% |
| 6M | -2.9% | -16.6% | +13.7% | -2.3% |
| YTD | +14.8% | -16.4% | +31.2% | +15.6% |
| 1Y | +14.5% | +8.6% | +5.9% | +15.6% |
| All | +14.5% | +6.6% | +7.9% | +15.6% |
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