+311.3%
EMR vs DECK
+874.1%
-562.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | -1.6% | +5.8% | -7.3% | -3.1% |
| 30D | +2.0% | +7.9% | -5.9% | -0.3% |
| 3M | +3.8% | -11.4% | +15.2% | +7.0% |
| 6M | +10.5% | -16.6% | +27.1% | +15.2% |
| YTD | +23.7% | -16.4% | +40.1% | +27.9% |
| 1Y | +25.4% | +8.6% | +16.8% | +20.4% |
| 3Y | +86.6% | -15.1% | +101.7% | +79.6% |
| 5Y | +83.0% | +22.9% | +60.1% | +51.5% |
| All | +311.3% | +874.1% | -562.8% | +105.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling