+81.3%
OXY vs DECK
+25.8%
+55.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.6% |
| 7D | -10.6% | +6.0% | -16.6% | -11.0% |
| 30D | -3.4% | +7.4% | -10.8% | -4.0% |
| 3M | +5.2% | -11.7% | +16.9% | +6.2% |
| 6M | -4.1% | -11.0% | +6.8% | -3.8% |
| YTD | +39.0% | -15.4% | +54.4% | +39.4% |
| 1Y | +44.6% | +7.2% | +37.4% | +40.2% |
| 3Y | -5.5% | -11.8% | +6.3% | -8.3% |
| 5Y | +81.3% | +24.3% | +56.9% | +80.1% |
| All | +81.3% | +25.8% | +55.5% | +80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling