+887.0%
DECK vs EME
+996.0%
-108.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +7.3% | -3.0% | +1.2% |
| 7D | +6.4% | -4.4% | +10.8% | +7.6% |
| 30D | +9.1% | -17.3% | +26.4% | +17.2% |
| 3M | -7.2% | -20.0% | +12.8% | +0.5% |
| 6M | -9.9% | -29.1% | +19.1% | +0.7% |
| YTD | -12.8% | +6.9% | -19.7% | -21.0% |
| 1Y | +10.6% | +0.8% | +9.8% | +2.8% |
| 3Y | -13.8% | +214.4% | -228.2% | -59.0% |
| 5Y | +27.6% | +404.2% | -376.6% | -54.4% |
| 10Y | +887.0% | +941.9% | -54.9% | +127.6% |
| All | +887.0% | +996.0% | -108.9% | +127.6% |
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