+57.3%
EWJ vs DECK
-12.4%
+69.7%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.5% | -4.4% | -5.8% |
| 7D | -7.0% | +6.0% | -13.1% | -7.7% |
| 30D | -11.1% | +7.4% | -18.6% | -12.0% |
| 3M | -7.3% | -11.7% | +4.4% | -5.9% |
| 6M | -0.6% | -11.0% | +10.4% | +0.4% |
| YTD | +9.9% | -15.4% | +25.3% | +11.4% |
| 1Y | +11.2% | +7.2% | +3.9% | +9.1% |
| All | +57.3% | -12.4% | +69.7% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling