+44.8%
XLP vs DECK
-11.0%
+55.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.0% | -2.6% | +2.9% |
| 7D | +5.9% | +10.4% | -4.5% | +5.1% |
| 30D | +13.5% | +11.1% | +2.4% | +12.6% |
| 3M | +8.4% | -10.8% | +19.2% | +9.1% |
| 6M | +11.5% | -8.7% | +20.3% | +12.0% |
| YTD | +20.6% | -14.0% | +34.7% | +21.3% |
| 1Y | +24.3% | +12.0% | +12.3% | +23.5% |
| All | +44.8% | -11.0% | +55.8% | +40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling