+741.1%
DECK vs EME
+1,244.9%
-503.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.2% | +0.8% |
| 7D | -2.2% | +1.9% | -4.1% | -3.0% |
| 30D | -13.6% | -8.3% | -5.3% | -10.6% |
| 3M | -21.2% | -10.7% | -10.5% | -19.3% |
| 6M | -21.1% | +1.9% | -23.0% | -24.5% |
| YTD | -17.2% | +23.5% | -40.7% | -28.6% |
| 1Y | -30.7% | +18.0% | -48.7% | -40.6% |
| 3Y | -3.4% | +236.1% | -239.5% | -54.4% |
| 5Y | +25.5% | +527.9% | -502.3% | -59.0% |
| All | +741.1% | +1,244.9% | -503.7% | +74.1% |
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