+24.3%
DECK vs EME
+369.3%
-344.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.9% | +5.3% | +0.7% |
| 7D | +6.0% | -13.6% | +19.7% | +10.6% |
| 30D | +7.4% | -27.8% | +35.2% | +19.1% |
| 3M | -11.7% | -27.6% | +15.9% | -2.6% |
| 6M | -11.0% | -36.1% | +25.2% | +2.1% |
| YTD | -15.4% | -2.5% | -12.9% | -20.4% |
| 1Y | +7.2% | -11.7% | +18.9% | +5.2% |
| 3Y | -11.8% | +185.1% | -197.0% | -57.8% |
| 5Y | +24.3% | +357.2% | -332.8% | -61.7% |
| All | +24.3% | +369.3% | -344.9% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling