+48.2%
EWJ vs DECK
+28.0%
+20.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -2.4% | +6.8% | -9.2% | -3.3% |
| 30D | -7.6% | +8.3% | -16.0% | -8.8% |
| 3M | -5.9% | -7.9% | +2.0% | -4.9% |
| 6M | -1.5% | -10.6% | +9.1% | -0.3% |
| YTD | +12.6% | -13.4% | +25.9% | +13.9% |
| 1Y | +12.7% | +12.5% | +0.2% | +9.3% |
| 3Y | +63.1% | -14.9% | +77.9% | +57.9% |
| 5Y | +48.2% | +27.5% | +20.8% | +28.8% |
| All | +48.2% | +28.0% | +20.2% | +28.8% |
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 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