+131.7%
EMB vs DECK
+888.7%
-757.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.5% | -0.1% |
| 7D | 0.0% | -2.2% | +2.2% | +0.1% |
| 30D | -0.3% | -13.6% | +13.3% | +0.5% |
| 3M | -0.4% | -21.2% | +20.8% | +0.8% |
| 6M | +0.1% | -21.1% | +21.2% | +1.2% |
| YTD | +1.6% | -17.2% | +18.8% | +2.3% |
| 1Y | +5.6% | -30.7% | +36.4% | +7.2% |
| 3Y | +29.8% | -3.4% | +33.2% | +27.8% |
| 5Y | +7.3% | +25.5% | -18.3% | +3.1% |
| 10Y | +30.4% | +714.7% | -684.2% | +14.8% |
| All | +131.7% | +888.7% | -757.0% | +90.0% |
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