+877.2%
DECK vs EAT
+378.4%
+498.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.3% |
| 7D | +5.8% | -2.6% | +8.4% | +6.6% |
| 30D | +7.9% | +11.5% | -3.6% | +4.1% |
| 3M | -11.4% | -9.1% | -2.3% | -9.8% |
| 6M | -16.6% | +40.4% | -57.0% | -25.8% |
| YTD | -16.4% | +43.9% | -60.3% | -27.1% |
| 1Y | +8.6% | +101.9% | -93.3% | -15.2% |
| 3Y | -15.1% | +489.9% | -505.0% | -54.2% |
| 5Y | +22.9% | +362.6% | -339.8% | -32.4% |
| All | +877.2% | +378.4% | +498.8% | +330.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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