+130.8%
SLB vs DECK
+25.5%
+105.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.1% |
| 7D | +0.8% | -2.2% | +3.1% | +1.2% |
| 30D | +15.8% | -13.6% | +29.4% | +18.3% |
| 3M | -0.3% | -21.2% | +20.9% | +3.1% |
| 6M | +21.3% | -21.1% | +42.4% | +25.1% |
| YTD | +52.3% | -17.2% | +69.5% | +55.4% |
| 1Y | +63.6% | -30.7% | +94.4% | +70.9% |
| 3Y | +3.8% | -3.4% | +7.1% | -1.1% |
| All | +130.8% | +25.5% | +105.2% | +110.0% |
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