+57.8%
XRT vs DECK
-11.0%
+68.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.0% | -0.4% | +3.9% |
| 7D | +8.0% | +10.4% | -2.3% | +5.2% |
| 30D | +13.0% | +11.1% | +1.9% | +9.8% |
| 3M | +1.7% | -10.8% | +12.5% | +4.6% |
| 6M | +12.6% | -8.7% | +21.3% | +14.9% |
| YTD | +10.7% | -14.0% | +24.7% | +13.7% |
| 1Y | +18.4% | +12.0% | +6.4% | +13.2% |
| All | +57.8% | -11.0% | +68.8% | +43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling