+62.4%
EWY vs DECK
+11.2%
+51.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.0% | -7.9% | -2.8% |
| 7D | -8.3% | +10.4% | -18.7% | -9.7% |
| 30D | -20.5% | +11.1% | -31.6% | -22.0% |
| 3M | -11.1% | -10.8% | -0.3% | -9.5% |
| 6M | -7.0% | -8.7% | +1.7% | -6.5% |
| YTD | +56.5% | -14.0% | +70.5% | +60.6% |
| 1Y | +62.4% | +12.0% | +50.4% | +63.5% |
| All | +62.4% | +11.2% | +51.2% | +63.5% |
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 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