+55.0%
XOM vs DECK
-3.0%
+58.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.2% | -1.7% |
| 7D | +1.8% | -2.2% | +4.0% | +1.8% |
| 30D | +5.9% | -13.6% | +19.4% | +6.0% |
| 3M | +5.6% | -21.2% | +26.8% | +5.9% |
| 6M | +7.9% | -21.1% | +28.9% | +8.3% |
| YTD | +35.2% | -17.2% | +52.4% | +35.1% |
| 1Y | +46.0% | -30.7% | +76.7% | +46.9% |
| All | +55.0% | -3.0% | +58.0% | +62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling