+33.8%
XOP vs DECK
-11.0%
+44.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +6.0% | -12.4% | -6.8% |
| 7D | -10.5% | +10.4% | -20.9% | -11.2% |
| 30D | -4.3% | +11.1% | -15.4% | -5.2% |
| 3M | +4.7% | -10.8% | +15.5% | +5.6% |
| 6M | -0.1% | -8.7% | +8.7% | +0.1% |
| YTD | +43.8% | -14.0% | +57.9% | +44.0% |
| 1Y | +45.3% | +12.0% | +33.2% | +39.0% |
| All | +33.8% | -11.0% | +44.8% | +32.8% |
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