+31.1%
EMB vs DECK
-3.0%
+34.1%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.5% | 0.0% |
| 7D | 0.0% | -2.2% | +2.2% | +0.1% |
| 30D | -0.3% | -13.6% | +13.3% | +0.3% |
| 3M | -0.4% | -21.2% | +20.8% | +0.5% |
| 6M | +0.1% | -21.1% | +21.2% | +1.0% |
| YTD | +1.6% | -17.2% | +18.8% | +2.2% |
| 1Y | +5.6% | -30.7% | +36.4% | +6.9% |
| All | +31.1% | -3.0% | +34.1% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling