+35.1%
XOP vs DECK
-3.0%
+38.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.0% |
| 7D | +2.6% | -2.2% | +4.8% | +2.7% |
| 30D | +15.4% | -13.6% | +29.0% | +16.7% |
| 3M | +12.1% | -21.2% | +33.3% | +14.0% |
| 6M | +19.7% | -21.1% | +40.8% | +21.5% |
| YTD | +52.4% | -17.2% | +69.6% | +53.0% |
| 1Y | +47.6% | -30.7% | +78.3% | +51.4% |
| All | +35.1% | -3.0% | +38.1% | +40.9% |
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