+32.7%
ORCL vs DECK
-3.0%
+35.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +2.8% |
| 7D | +5.3% | -2.2% | +7.5% | +5.6% |
| 30D | +10.0% | -13.6% | +23.6% | +12.4% |
| 3M | -32.6% | -21.2% | -11.3% | -30.3% |
| 6M | +4.9% | -21.1% | +26.0% | +8.1% |
| YTD | -17.8% | -17.2% | -0.5% | -16.3% |
| 1Y | -28.0% | -30.7% | +2.8% | -24.6% |
| All | +32.7% | -3.0% | +35.7% | +31.8% |
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