+34.3%
XLK vs DECK
-21.9%
+56.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.8% | +0.6% |
| 7D | +0.9% | -2.2% | +3.1% | +1.1% |
| 30D | +0.7% | -13.6% | +14.3% | +2.4% |
| 3M | -2.9% | -21.2% | +18.3% | +0.5% |
| 6M | +34.3% | -21.1% | +55.3% | +39.1% |
| All | +34.3% | -21.9% | +56.1% | +39.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling