+242.0%
ORCL vs DECK
+885.7%
-643.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.5% | -5.4% | -6.6% |
| 7D | -17.5% | +6.0% | -23.5% | -18.5% |
| 30D | -20.2% | +7.4% | -27.6% | -21.4% |
| 3M | -19.9% | -11.7% | -8.3% | -18.3% |
| 6M | -37.4% | -11.0% | -26.5% | -36.5% |
| YTD | -40.1% | -15.4% | -24.8% | -39.2% |
| 1Y | -53.4% | +7.2% | -60.6% | -54.9% |
| 3Y | +10.4% | -11.8% | +22.2% | +6.8% |
| 5Y | +29.8% | +24.3% | +5.4% | +13.3% |
| All | +242.0% | +885.7% | -643.7% | +129.2% |
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