+126.0%
EWJ vs DECK
+938.4%
-812.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.3% | -0.6% | +3.0% |
| 7D | -1.5% | +6.4% | -7.9% | -2.4% |
| 30D | -6.5% | +9.1% | -15.6% | -7.8% |
| 3M | -5.6% | -7.2% | +1.6% | -4.7% |
| 6M | -0.3% | -9.9% | +9.7% | +0.8% |
| YTD | +13.9% | -12.8% | +26.7% | +15.2% |
| 1Y | +14.6% | +10.6% | +4.0% | +11.4% |
| 3Y | +66.6% | -13.8% | +80.4% | +62.6% |
| 5Y | +47.7% | +27.6% | +20.1% | +31.2% |
| 10Y | +126.0% | +887.0% | -761.0% | +58.8% |
| All | +126.0% | +938.4% | -812.4% | +58.8% |
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 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