+43.7%
XRT vs DECK
-3.0%
+46.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.6% |
| 7D | +0.8% | -2.2% | +3.0% | +1.4% |
| 30D | -4.2% | -13.6% | +9.4% | -0.7% |
| 3M | +5.1% | -21.2% | +26.3% | +11.3% |
| 6M | +2.4% | -21.1% | +23.5% | +8.0% |
| YTD | +3.2% | -17.2% | +20.4% | +7.0% |
| 1Y | +1.5% | -30.7% | +32.3% | +9.1% |
| All | +43.7% | -3.0% | +46.7% | +51.1% |
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 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