+238.3%
XLY vs DECK
+870.0%
-631.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +3.2% | +6.8% | -3.6% | +1.2% |
| 30D | +7.3% | +8.3% | -1.1% | +4.7% |
| 3M | +1.4% | -7.9% | +9.2% | +3.6% |
| 6M | +1.1% | -10.6% | +11.7% | +3.9% |
| YTD | +2.0% | -13.4% | +15.4% | +4.6% |
| 1Y | +2.1% | +12.5% | -10.3% | -3.4% |
| 3Y | +53.8% | -14.9% | +68.6% | +47.1% |
| 5Y | +24.0% | +27.5% | -3.5% | -0.5% |
| 10Y | +238.3% | +839.4% | -601.1% | +73.5% |
| All | +238.3% | +870.0% | -631.7% | +73.5% |
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