+199.0%
XOM vs DECK
+874.1%
-675.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | -11.4% | +5.8% | -17.2% | -12.2% |
| 30D | +1.1% | +7.9% | -6.8% | -0.1% |
| 3M | +7.8% | -11.4% | +19.2% | +9.3% |
| 6M | +13.0% | -16.6% | +29.6% | +15.1% |
| YTD | +40.6% | -16.4% | +57.0% | +41.9% |
| 1Y | +49.1% | +8.6% | +40.4% | +43.8% |
| 3Y | +72.9% | -15.1% | +88.0% | +64.1% |
| 5Y | +204.0% | +22.9% | +181.1% | +160.4% |
| All | +199.0% | +874.1% | -675.1% | +85.0% |
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 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