+1,158.9%
XLY vs DECK
+101,829.0%
-100,670.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | +1.9% | +5.8% | -3.9% | +1.1% |
| 30D | +5.6% | +7.9% | -2.3% | +4.4% |
| 3M | -0.2% | -11.4% | +11.2% | +1.5% |
| 6M | -1.5% | -16.6% | +15.1% | +0.9% |
| YTD | -0.9% | -16.4% | +15.4% | +1.0% |
| 1Y | +0.7% | +8.6% | -8.0% | -1.4% |
| 3Y | +50.3% | -15.1% | +65.4% | +49.3% |
| 5Y | +16.1% | +22.9% | -6.8% | +8.3% |
| 10Y | +239.5% | +895.7% | -656.2% | +139.6% |
| All | +1,158.9% | +101,829.0% | -100,670.2% | +598.1% |
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