+112.0%
XLK vs DECK
+30.0%
+82.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.3% | -0.6% | +2.7% |
| 7D | -1.9% | +6.4% | -8.3% | -3.4% |
| 30D | -14.0% | +9.1% | -23.1% | -16.0% |
| 3M | -9.0% | -7.2% | -1.8% | -7.6% |
| 6M | -2.4% | -9.9% | +7.5% | -0.9% |
| YTD | +19.1% | -12.8% | +31.9% | +20.6% |
| 1Y | +19.2% | +10.6% | +8.6% | +12.4% |
| 3Y | +99.1% | -13.8% | +112.9% | +84.0% |
| 5Y | +112.0% | +27.6% | +84.4% | +65.5% |
| All | +112.0% | +30.0% | +82.0% | +65.5% |
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