+220.4%
XLV vs DECK
+874.1%
-653.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | 0.0% | +5.8% | -5.8% | -0.8% |
| 30D | +9.5% | +7.9% | +1.6% | +8.3% |
| 3M | +12.8% | -11.4% | +24.2% | +14.5% |
| 6M | +28.1% | -16.6% | +44.7% | +30.8% |
| YTD | +20.9% | -16.4% | +37.2% | +22.7% |
| 1Y | +28.7% | +8.6% | +20.1% | +26.0% |
| 3Y | +51.5% | -15.1% | +66.6% | +47.0% |
| 5Y | +50.9% | +22.9% | +28.0% | +34.3% |
| All | +220.4% | +874.1% | -653.7% | +121.3% |
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