+369.9%
EFA vs DECK
+36,973.2%
-36,603.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.3% | -2.6% |
| 7D | -1.6% | +6.0% | -7.6% | -2.5% |
| 30D | -1.5% | +7.4% | -8.9% | -2.6% |
| 3M | -4.4% | -11.7% | +7.2% | -2.7% |
| 6M | +2.2% | -11.0% | +13.2% | +3.6% |
| YTD | +8.6% | -15.4% | +24.0% | +10.4% |
| 1Y | +12.8% | +7.2% | +5.6% | +10.3% |
| 3Y | +62.0% | -11.8% | +73.8% | +57.6% |
| 5Y | +46.9% | +24.3% | +22.6% | +32.4% |
| 10Y | +143.7% | +907.5% | -763.8% | +53.0% |
| All | +369.9% | +36,973.2% | -36,603.3% | +108.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling