+231.1%
EW vs DECK
+885.7%
-654.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.8% |
| 7D | +6.8% | +6.0% | +0.7% | +5.4% |
| 30D | +16.6% | +7.4% | +9.1% | +14.7% |
| 3M | +13.3% | -11.7% | +25.0% | +16.1% |
| 6M | +21.6% | -11.0% | +32.6% | +24.0% |
| YTD | +18.3% | -15.4% | +33.6% | +20.9% |
| 1Y | +21.7% | +7.2% | +14.5% | +17.8% |
| 3Y | +50.3% | -11.8% | +62.2% | +43.1% |
| 5Y | -15.0% | +24.3% | -39.4% | -28.5% |
| All | +231.1% | +885.7% | -654.5% | +90.7% |
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 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