+6,438.2%
EW vs DECK
+38,215.2%
-31,777.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.4% | -0.1% |
| 7D | -0.3% | -2.2% | +1.9% | -0.1% |
| 30D | +1.0% | -13.6% | +14.6% | +2.8% |
| 3M | +2.8% | -21.2% | +24.0% | +5.6% |
| 6M | +5.5% | -21.1% | +26.6% | +8.2% |
| YTD | +5.5% | -17.2% | +22.7% | +7.2% |
| 1Y | +11.0% | -30.7% | +41.8% | +14.9% |
| 3Y | +17.7% | -3.4% | +21.1% | +14.5% |
| 5Y | -25.7% | +25.5% | -51.3% | -30.8% |
| 10Y | +132.8% | +714.7% | -581.9% | +75.9% |
| All | +6,438.2% | +38,215.2% | -31,777.0% | +3,703.8% |
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