+159.4%
XLU vs DECK
+870.0%
-710.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | +0.7% | +6.8% | -6.1% | +0.1% |
| 30D | +5.6% | +8.3% | -2.7% | +4.8% |
| 3M | +2.1% | -7.9% | +10.0% | +2.8% |
| 6M | -0.9% | -10.6% | +9.7% | -0.1% |
| YTD | +4.6% | -13.4% | +18.0% | +5.3% |
| 1Y | +0.3% | +12.5% | -12.1% | -1.6% |
| 3Y | +58.6% | -14.9% | +73.4% | +55.0% |
| 5Y | +51.5% | +27.5% | +24.0% | +38.7% |
| 10Y | +159.4% | +839.4% | -680.0% | +104.2% |
| All | +159.4% | +870.0% | -710.6% | +104.2% |
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