+144.0%
XLK vs DECK
+25.5%
+118.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.8% | +0.3% |
| 7D | +0.9% | -2.2% | +3.1% | +1.4% |
| 30D | +0.7% | -13.6% | +14.3% | +4.2% |
| 3M | -2.9% | -21.2% | +18.3% | +2.3% |
| 6M | +34.3% | -21.1% | +55.3% | +40.9% |
| YTD | +30.4% | -17.2% | +47.6% | +34.0% |
| 1Y | +43.4% | -30.7% | +74.1% | +53.6% |
| 3Y | +116.8% | -3.4% | +120.2% | +92.9% |
| All | +144.0% | +25.5% | +118.4% | +78.9% |
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