+203.8%
CVX vs DECK
+885.7%
-681.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.3% | -1.6% |
| 7D | -8.0% | +6.0% | -14.0% | -9.0% |
| 30D | +2.6% | +7.4% | -4.9% | +1.1% |
| 3M | +15.2% | -11.7% | +26.9% | +17.3% |
| 6M | +12.5% | -11.0% | +23.5% | +13.6% |
| YTD | +43.6% | -15.4% | +59.0% | +45.1% |
| 1Y | +45.0% | +7.2% | +37.7% | +39.4% |
| 3Y | +63.5% | -11.8% | +75.4% | +53.4% |
| 5Y | +126.8% | +24.3% | +102.4% | +88.6% |
| All | +203.8% | +885.7% | -681.8% | +68.1% |
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 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