+83.3%
EMR vs DECK
+25.8%
+57.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -4.2% |
| 7D | -4.8% | +6.0% | -10.8% | -6.1% |
| 30D | +0.7% | +7.4% | -6.7% | -1.0% |
| 3M | +0.4% | -11.7% | +12.1% | +3.1% |
| 6M | +18.4% | -11.0% | +29.3% | +20.9% |
| YTD | +23.9% | -15.4% | +39.3% | +27.2% |
| 1Y | +24.7% | +7.2% | +17.5% | +21.0% |
| 3Y | +86.4% | -11.8% | +98.2% | +78.7% |
| 5Y | +83.3% | +24.3% | +59.0% | +54.5% |
| All | +83.3% | +25.8% | +57.5% | +54.5% |
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 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