-3.3%
SLB vs DECK
+718.3%
-721.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.2% |
| 7D | +0.8% | -2.2% | +3.1% | +1.4% |
| 30D | +15.8% | -13.6% | +29.4% | +20.1% |
| 3M | -0.3% | -21.2% | +20.9% | +5.4% |
| 6M | +21.3% | -21.1% | +42.4% | +27.7% |
| YTD | +52.3% | -17.2% | +69.5% | +57.3% |
| 1Y | +63.6% | -30.7% | +94.4% | +75.8% |
| 3Y | +3.8% | -3.4% | +7.1% | -6.9% |
| 5Y | +128.6% | +25.5% | +103.1% | +81.2% |
| All | -3.3% | +718.3% | -721.6% | -53.2% |
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