+29.8%
EEM vs DECK
+23.3%
+6.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.4% |
| 7D | -2.8% | +5.8% | -8.6% | -3.6% |
| 30D | -11.9% | +7.9% | -19.8% | -13.0% |
| 3M | -8.8% | -11.4% | +2.7% | -7.3% |
| 6M | -11.6% | -16.6% | +4.9% | -9.7% |
| YTD | +9.0% | -16.4% | +25.4% | +10.9% |
| 1Y | +10.6% | +8.6% | +1.9% | +7.8% |
| 3Y | +64.4% | -15.1% | +79.5% | +56.0% |
| All | +29.8% | +23.3% | +6.6% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling