+101.4%
XLP vs DECK
+718.3%
-616.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.3% | -0.9% |
| 7D | -1.0% | -2.2% | +1.2% | -0.8% |
| 30D | -0.9% | -13.6% | +12.7% | +0.5% |
| 3M | +3.8% | -21.2% | +25.1% | +6.1% |
| 6M | -1.7% | -21.1% | +19.4% | +0.2% |
| YTD | +10.3% | -17.2% | +27.5% | +11.7% |
| 1Y | +7.8% | -30.7% | +38.5% | +10.7% |
| 3Y | +27.2% | -3.4% | +30.6% | +22.6% |
| 5Y | +32.5% | +25.5% | +7.0% | +21.5% |
| All | +101.4% | +718.3% | -616.9% | +58.5% |
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 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