+223.3%
EWY vs DECK
-3.0%
+226.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.1% | +4.4% |
| 7D | +4.8% | -2.2% | +7.0% | +5.2% |
| 30D | +11.7% | -13.6% | +25.3% | +14.1% |
| 3M | -7.4% | -21.2% | +13.8% | -4.2% |
| 6M | +40.6% | -21.1% | +61.6% | +45.0% |
| YTD | +94.3% | -17.2% | +111.5% | +98.7% |
| 1Y | +164.3% | -30.7% | +195.0% | +176.7% |
| All | +223.3% | -3.0% | +226.3% | +236.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling