+15.3%
EWJ vs DECK
+3.6%
+11.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | 0.0% |
| 7D | +4.0% | +0.1% | +3.8% | +3.9% |
| 30D | -4.3% | +4.8% | -9.1% | -4.9% |
| 3M | -6.8% | -6.9% | +0.1% | -6.2% |
| 6M | -0.9% | -7.6% | +6.7% | -0.8% |
| YTD | +14.3% | -16.3% | +30.5% | +15.9% |
| 1Y | +15.3% | +4.5% | +10.8% | +14.6% |
| All | +15.3% | +3.6% | +11.7% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling