+115.9%
EWJ vs DECK
+874.1%
-758.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | -5.0% | +5.8% | -10.8% | -5.8% |
| 30D | -10.2% | +7.9% | -18.1% | -11.3% |
| 3M | -7.2% | -11.4% | +4.2% | -5.7% |
| 6M | -3.2% | -16.6% | +13.4% | -1.0% |
| YTD | +9.9% | -16.4% | +26.3% | +11.8% |
| 1Y | +11.0% | +8.6% | +2.3% | +8.2% |
| 3Y | +57.3% | -15.1% | +72.4% | +53.8% |
| 5Y | +41.3% | +22.9% | +18.4% | +26.2% |
| All | +115.9% | +874.1% | -758.1% | +52.1% |
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