+2,471.5%
EMR vs DECK
+7,820.9%
-5,349.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.2% | +1.6% |
| 7D | -1.5% | -2.2% | +0.7% | -1.3% |
| 30D | -5.6% | -13.6% | +8.0% | -4.2% |
| 3M | +7.9% | -21.2% | +29.2% | +10.6% |
| 6M | +6.0% | -21.1% | +27.1% | +8.6% |
| YTD | +16.4% | -17.2% | +33.7% | +18.3% |
| 1Y | +16.6% | -30.7% | +47.4% | +20.4% |
| 3Y | +62.9% | -3.4% | +66.2% | +60.0% |
| 5Y | +60.1% | +25.5% | +34.6% | +51.4% |
| 10Y | +268.7% | +714.7% | -445.9% | +190.5% |
| All | +2,471.5% | +7,820.9% | -5,349.4% | +1,579.6% |
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