+44.6%
XLP vs DECK
+31.2%
+13.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.0% | -2.6% | +2.9% |
| 7D | +5.9% | +10.4% | -4.5% | +5.0% |
| 30D | +13.5% | +11.1% | +2.4% | +12.5% |
| 3M | +8.4% | -10.8% | +19.2% | +9.3% |
| 6M | +11.5% | -8.7% | +20.3% | +12.1% |
| YTD | +20.6% | -14.0% | +34.7% | +21.5% |
| 1Y | +24.3% | +12.0% | +12.3% | +22.8% |
| 3Y | +45.1% | -10.5% | +55.5% | +40.9% |
| 5Y | +44.6% | +28.5% | +16.1% | +28.1% |
| All | +44.6% | +31.2% | +13.4% | +28.1% |
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 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