+239.5%
XLY vs DECK
+938.4%
-699.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.3% | -1.4% | +1.7% |
| 7D | +2.4% | +6.4% | -4.0% | +0.6% |
| 30D | +7.2% | +9.1% | -1.9% | +4.5% |
| 3M | +1.2% | -7.2% | +8.4% | +3.2% |
| 6M | +1.1% | -9.9% | +11.0% | +3.6% |
| YTD | +2.0% | -12.8% | +14.7% | +4.3% |
| 1Y | +3.5% | +10.6% | -7.1% | -1.7% |
| 3Y | +56.3% | -13.8% | +70.1% | +49.0% |
| 5Y | +23.5% | +27.6% | -4.2% | -0.9% |
| 10Y | +239.5% | +887.0% | -647.6% | +73.4% |
| All | +239.5% | +938.4% | -699.0% | +73.4% |
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