+196.8%
EWY vs DECK
+874.1%
-677.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.2% | +5.2% | +4.3% |
| 7D | -10.4% | +5.8% | -16.1% | -11.5% |
| 30D | -25.4% | +7.9% | -33.3% | -26.7% |
| 3M | -16.5% | -11.4% | -5.1% | -14.7% |
| 6M | -24.7% | -16.6% | -8.2% | -22.5% |
| YTD | +40.9% | -16.4% | +57.3% | +44.4% |
| 1Y | +49.8% | +8.6% | +41.2% | +44.8% |
| 3Y | +134.8% | -15.1% | +149.9% | +126.9% |
| 5Y | +91.4% | +22.9% | +68.6% | +63.3% |
| All | +196.8% | +874.1% | -677.3% | +86.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling