+16.6%
OXY vs DECK
+730.5%
-713.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.4% | +6.4% | +2.9% |
| 7D | +3.6% | -3.7% | +7.3% | +4.3% |
| 30D | -5.3% | +0.6% | -5.9% | -5.7% |
| 3M | +0.2% | -7.3% | +7.5% | +1.2% |
| 6M | +4.7% | -10.9% | +15.7% | +5.8% |
| YTD | +44.0% | -18.5% | +62.5% | +46.0% |
| 1Y | +42.1% | +0.2% | +41.9% | +36.5% |
| 3Y | +1.2% | -19.8% | +21.0% | -4.3% |
| 5Y | +95.7% | +18.7% | +77.0% | +59.4% |
| All | +16.6% | +730.5% | -713.9% | -37.4% |
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