+5.8%
XLU vs DECK
-30.4%
+36.2%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.4% | +0.1% |
| 7D | +0.8% | -2.2% | +3.0% | +0.9% |
| 30D | -1.3% | -13.6% | +12.3% | -0.9% |
| 3M | -1.3% | -21.2% | +19.9% | -0.6% |
| 6M | -7.6% | -21.1% | +13.4% | -7.0% |
| YTD | +2.3% | -17.2% | +19.5% | +3.0% |
| 1Y | +5.8% | -30.7% | +36.5% | +9.4% |
| All | +5.8% | -30.4% | +36.2% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling