+40.9%
XYZ vs DECK
-3.0%
+43.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.2% |
| 7D | -1.0% | -2.2% | +1.3% | -0.3% |
| 30D | -1.7% | -13.6% | +11.9% | +2.3% |
| 3M | +16.7% | -21.2% | +38.0% | +24.5% |
| 6M | +26.9% | -21.1% | +47.9% | +34.7% |
| YTD | +27.1% | -17.2% | +44.4% | +32.1% |
| 1Y | +9.3% | -30.7% | +40.0% | +19.1% |
| All | +40.9% | -3.0% | +43.9% | +57.3% |
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 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