+52.3%
XLV vs DECK
+19.2%
+33.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | -0.1% |
| 7D | +1.6% | -3.7% | +5.2% | +2.0% |
| 30D | +10.7% | +0.6% | +10.1% | +10.6% |
| 3M | +11.9% | -7.3% | +19.3% | +12.7% |
| 6M | +29.8% | -10.9% | +40.8% | +31.1% |
| YTD | +22.8% | -18.5% | +41.3% | +24.7% |
| 1Y | +25.0% | +0.2% | +24.8% | +24.1% |
| 3Y | +56.4% | -19.8% | +76.2% | +52.4% |
| 5Y | +52.3% | +18.7% | +33.6% | +34.7% |
| All | +52.3% | +19.2% | +33.1% | +34.7% |
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