+925.7%
XLV vs DECK
+100,771.1%
-99,845.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.2% |
| 7D | +0.2% | -2.2% | +2.4% | +0.3% |
| 30D | +4.4% | -13.6% | +18.0% | +5.6% |
| 3M | +13.2% | -21.2% | +34.5% | +15.2% |
| 6M | +10.1% | -21.1% | +31.2% | +11.8% |
| YTD | +11.7% | -17.2% | +28.9% | +12.8% |
| 1Y | +26.9% | -30.7% | +57.7% | +29.6% |
| 3Y | +35.0% | -3.4% | +38.3% | +32.3% |
| 5Y | +35.9% | +25.5% | +10.3% | +29.1% |
| 10Y | +179.0% | +714.7% | -535.7% | +129.7% |
| All | +925.7% | +100,771.1% | -99,845.4% | +601.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling