+877.2%
DECK vs EME
+933.6%
-56.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -2.1% |
| 7D | +5.8% | -10.5% | +16.2% | +10.0% |
| 30D | +7.9% | -22.4% | +30.3% | +19.0% |
| 3M | -11.4% | -24.7% | +13.3% | -1.6% |
| 6M | -16.6% | -35.5% | +18.9% | -2.7% |
| YTD | -16.4% | -0.3% | -16.0% | -21.9% |
| 1Y | +8.6% | -6.7% | +15.4% | +4.4% |
| 3Y | -15.1% | +190.6% | -205.8% | -58.2% |
| 5Y | +22.9% | +367.3% | -344.4% | -54.6% |
| All | +877.2% | +933.6% | -56.4% | +123.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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