+51.4%
XLU vs DECK
+23.3%
+28.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | -0.7% | +5.8% | -6.4% | -1.0% |
| 30D | +4.8% | +7.9% | -3.1% | +4.3% |
| 3M | +0.2% | -11.4% | +11.6% | +0.7% |
| 6M | -4.3% | -16.6% | +12.2% | -3.6% |
| YTD | +3.1% | -16.4% | +19.5% | +3.8% |
| 1Y | +0.3% | +8.6% | -8.4% | -0.5% |
| 3Y | +52.9% | -15.1% | +68.0% | +50.6% |
| All | +51.4% | +23.3% | +28.1% | +42.1% |
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