+69.7%
XYZ vs DECK
-12.4%
+82.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.6% |
| 7D | +9.2% | +6.0% | +3.2% | +7.4% |
| 30D | +9.8% | +7.4% | +2.4% | +7.5% |
| 3M | -0.2% | -11.7% | +11.5% | +3.6% |
| 6M | +18.0% | -11.0% | +28.9% | +21.8% |
| YTD | +29.1% | -15.4% | +44.5% | +33.7% |
| 1Y | +14.1% | +7.2% | +6.9% | +8.6% |
| All | +69.7% | -12.4% | +82.1% | +71.9% |
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