+62.7%
EMR vs DECK
+25.5%
+37.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.2% | +1.4% |
| 7D | -1.5% | -2.2% | +0.7% | -1.0% |
| 30D | -5.6% | -13.6% | +8.0% | -2.5% |
| 3M | +7.9% | -21.2% | +29.2% | +13.5% |
| 6M | +6.0% | -21.1% | +27.1% | +11.3% |
| YTD | +16.4% | -17.2% | +33.7% | +20.3% |
| 1Y | +16.6% | -30.7% | +47.4% | +24.7% |
| 3Y | +62.9% | -3.4% | +66.2% | +53.5% |
| All | +62.7% | +25.5% | +37.2% | +32.7% |
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