+6.0%
EMB vs DECK
+25.8%
-19.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | -0.3% | +6.0% | -6.3% | -0.8% |
| 30D | +1.1% | +7.4% | -6.3% | +0.5% |
| 3M | -2.9% | -11.7% | +8.7% | -2.1% |
| 6M | -2.1% | -11.0% | +8.9% | -1.5% |
| YTD | -1.1% | -15.4% | +14.3% | -0.4% |
| 1Y | +0.3% | +7.2% | -6.9% | -0.9% |
| 3Y | +27.7% | -11.8% | +39.6% | +23.3% |
| 5Y | +6.0% | +24.3% | -18.4% | -7.2% |
| All | +6.0% | +25.8% | -19.8% | -7.2% |
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 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