+13.1%
EEM vs DECK
+3.6%
+9.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.7% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | -5.4% | +4.8% | -10.2% | -5.9% |
| 3M | -8.6% | -6.9% | -1.7% | -8.1% |
| 6M | -8.9% | -7.6% | -1.3% | -8.7% |
| YTD | +11.9% | -16.3% | +28.2% | +14.5% |
| 1Y | +13.1% | +4.5% | +8.6% | +13.7% |
| All | +13.1% | +3.6% | +9.5% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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