+30.4%
XLV vs DECK
+8.9%
+21.5%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +2.6% | +6.8% | -4.1% | +1.8% |
| 30D | +10.6% | +8.3% | +2.3% | +9.4% |
| 3M | +12.6% | -7.9% | +20.4% | +13.4% |
| 6M | +32.7% | -10.6% | +43.3% | +34.0% |
| YTD | +23.5% | -13.4% | +36.9% | +24.7% |
| 1Y | +30.4% | +12.5% | +17.9% | +25.8% |
| All | +30.4% | +8.9% | +21.5% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling