+143.2%
XLU vs DECK
+703.9%
-560.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.9% |
| 7D | +0.6% | -4.2% | +4.8% | +1.0% |
| 30D | -0.4% | -17.7% | +17.2% | +1.3% |
| 3M | -1.7% | -28.7% | +26.9% | +1.2% |
| 6M | -7.1% | -23.1% | +16.0% | -5.2% |
| YTD | +1.9% | -22.6% | +24.5% | +3.8% |
| 1Y | +6.1% | -30.5% | +36.6% | +8.8% |
| 3Y | +48.8% | -8.7% | +57.5% | +43.7% |
| 5Y | +43.8% | +18.3% | +25.5% | +32.5% |
| 10Y | +143.2% | +724.7% | -581.5% | +94.6% |
| All | +143.2% | +703.9% | -560.7% | +94.6% |
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