+663.9%
SLB vs DECK
+7,820.9%
-7,157.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | 0.0% |
| 7D | +0.8% | -2.2% | +3.1% | +1.1% |
| 30D | +15.8% | -13.6% | +29.4% | +17.7% |
| 3M | -0.3% | -21.2% | +20.9% | +2.1% |
| 6M | +21.3% | -21.1% | +42.4% | +24.1% |
| YTD | +52.3% | -17.2% | +69.5% | +54.6% |
| 1Y | +63.6% | -30.7% | +94.4% | +68.9% |
| 3Y | +3.8% | -3.4% | +7.1% | +1.1% |
| 5Y | +128.6% | +25.5% | +103.1% | +113.4% |
| 10Y | -3.1% | +714.7% | -717.7% | -25.5% |
| All | +663.9% | +7,820.9% | -7,157.0% | +355.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling