+7.2%
DECK vs EME
-9.2%
+16.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.9% | +5.3% | -1.5% |
| 7D | +6.0% | -13.6% | +19.7% | +5.9% |
| 30D | +7.4% | -27.8% | +35.2% | +7.8% |
| 3M | -11.7% | -27.6% | +15.9% | -11.4% |
| 6M | -11.0% | -36.1% | +25.2% | -6.8% |
| YTD | -15.4% | -2.5% | -12.9% | -17.7% |
| 1Y | +7.2% | -11.7% | +18.9% | +6.6% |
| All | +7.2% | -9.2% | +16.5% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling