+214.5%
XLY vs DECK
+739.5%
-524.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.8% |
| 7D | -2.0% | -2.2% | +0.3% | -1.3% |
| 30D | -3.1% | -13.6% | +10.4% | +1.0% |
| 3M | -1.8% | -21.2% | +19.4% | +4.9% |
| 6M | -0.9% | -21.1% | +20.2% | +5.4% |
| YTD | -3.4% | -17.2% | +13.8% | +0.5% |
| 1Y | -1.5% | -30.7% | +29.2% | +7.0% |
| 3Y | +38.8% | -3.4% | +42.2% | +26.8% |
| 5Y | +30.5% | +25.5% | +4.9% | +5.3% |
| All | +214.5% | +739.5% | -524.9% | +67.4% |
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