+153.5%
XLU vs DECK
+938.4%
-785.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.3% | -2.8% | +1.1% |
| 7D | +0.3% | +6.4% | -6.1% | -0.3% |
| 30D | +5.7% | +9.1% | -3.3% | +4.8% |
| 3M | +1.2% | -7.2% | +8.4% | +1.7% |
| 6M | -0.7% | -9.9% | +9.2% | -0.1% |
| YTD | +4.7% | -12.8% | +17.5% | +5.4% |
| 1Y | +0.4% | +10.6% | -10.2% | -1.3% |
| 3Y | +59.6% | -13.8% | +73.4% | +55.9% |
| 5Y | +52.9% | +27.6% | +25.3% | +40.2% |
| 10Y | +153.5% | +887.0% | -733.6% | +102.7% |
| All | +153.5% | +938.4% | -785.0% | +102.7% |
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