+201.3%
XOM vs DECK
+28.0%
+173.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -7.3% | +6.8% | -14.1% | -7.6% |
| 30D | -2.6% | +8.3% | -11.0% | -3.0% |
| 3M | +3.6% | -7.9% | +11.4% | +4.0% |
| 6M | +15.3% | -10.6% | +25.9% | +15.7% |
| YTD | +39.4% | -13.4% | +52.8% | +39.6% |
| 1Y | +43.2% | +12.5% | +30.7% | +40.4% |
| 3Y | +74.9% | -14.9% | +89.8% | +70.7% |
| 5Y | +201.3% | +27.5% | +173.8% | +190.2% |
| All | +201.3% | +28.0% | +173.2% | +190.2% |
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 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