+128.8%
XRT vs DECK
+718.3%
-589.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.5% |
| 7D | +0.8% | -2.2% | +3.0% | +1.6% |
| 30D | -4.2% | -13.6% | +9.4% | +0.7% |
| 3M | +5.1% | -21.2% | +26.3% | +13.7% |
| 6M | +2.4% | -21.1% | +23.5% | +10.3% |
| YTD | +3.2% | -17.2% | +20.4% | +8.1% |
| 1Y | +1.5% | -30.7% | +32.3% | +12.1% |
| 3Y | +40.6% | -3.4% | +43.9% | +26.2% |
| 5Y | -1.0% | +25.5% | -26.5% | -22.9% |
| All | +128.8% | +718.3% | -589.5% | -4.3% |
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