+41.3%
EWJ vs DECK
+25.8%
+15.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.5% | -4.4% | -5.7% |
| 7D | -7.0% | +6.0% | -13.1% | -7.9% |
| 30D | -11.1% | +7.4% | -18.6% | -12.2% |
| 3M | -7.3% | -11.7% | +4.4% | -5.7% |
| 6M | -0.6% | -11.0% | +10.4% | +0.6% |
| YTD | +9.9% | -15.4% | +25.3% | +11.6% |
| 1Y | +11.2% | +7.2% | +3.9% | +8.6% |
| 3Y | +55.3% | -11.8% | +67.1% | +49.3% |
| 5Y | +41.3% | +24.3% | +16.9% | +21.5% |
| All | +41.3% | +25.8% | +15.5% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling