-15.3%
EW vs DECK
+31.2%
-46.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.0% | -1.6% | +3.1% |
| 7D | +8.3% | +10.4% | -2.1% | +6.1% |
| 30D | +13.9% | +11.1% | +2.8% | +11.4% |
| 3M | +10.9% | -10.8% | +21.7% | +13.3% |
| 6M | +19.2% | -8.7% | +28.0% | +20.9% |
| YTD | +16.6% | -14.0% | +30.6% | +18.7% |
| 1Y | +18.1% | +12.0% | +6.1% | +13.2% |
| 3Y | +48.2% | -10.5% | +58.6% | +36.3% |
| 5Y | -15.3% | +28.5% | -43.8% | -30.7% |
| All | -15.3% | +31.2% | -46.6% | -30.7% |
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