+155.6%
EWJ vs DECK
+24,613.3%
-24,457.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.3% |
| 7D | +2.5% | -2.2% | +4.7% | +2.7% |
| 30D | +3.3% | -13.6% | +16.9% | +4.5% |
| 3M | +5.0% | -21.2% | +26.2% | +6.9% |
| 6M | +11.5% | -21.1% | +32.6% | +13.5% |
| YTD | +22.4% | -17.2% | +39.6% | +23.8% |
| 1Y | +30.2% | -30.7% | +61.0% | +33.3% |
| 3Y | +72.8% | -3.4% | +76.2% | +69.6% |
| 5Y | +54.1% | +25.5% | +28.6% | +46.6% |
| 10Y | +140.6% | +714.7% | -574.0% | +94.9% |
| All | +155.6% | +24,613.3% | -24,457.7% | +67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling