+56.4%
XLV vs DECK
-15.8%
+72.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | -0.4% | -0.8% | +0.4% | -0.3% |
| 30D | +9.9% | +4.9% | +5.0% | +9.4% |
| 3M | +12.9% | -5.8% | +18.7% | +13.3% |
| 6M | +33.2% | -8.6% | +41.7% | +33.9% |
| YTD | +23.6% | -14.7% | +38.3% | +24.6% |
| 1Y | +27.5% | +6.9% | +20.6% | +26.4% |
| All | +56.4% | -15.8% | +72.2% | +55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling