Stock and ETF performance explorer

EA vs DECK

Performance

Returns, benchmark comparison, and relative performance.

Returns for 1mo.

Portfolio and benchmark returns by period
Period	Portfolio	DECK	Excess	Alpha
1D	0.0%	0.0%	0.0%	N/A
All	0.0%	-2.4%	+2.4%	N/A

Daily percentage return beside DECK.

Portfolio return minus DECK return. Positive bars indicate outperformance.

Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.

Relative wealth over 1mo: compounded portfolio wealth divided by compounded DECK wealth, less one. Both series rebase at the selected span's start.

Cumulative alpha will appear once a trailing regression window supports a beta estimate.