+83.9%
EWY vs DECK
+25.8%
+58.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -1.5% | -11.9% | -13.2% |
| 7D | -18.6% | +6.0% | -24.7% | -19.6% |
| 30D | -29.4% | +7.4% | -36.8% | -30.4% |
| 3M | -22.2% | -11.7% | -10.5% | -20.5% |
| 6M | -24.1% | -11.0% | -13.1% | -23.0% |
| YTD | +35.4% | -15.4% | +50.8% | +38.3% |
| 1Y | +39.3% | +7.2% | +32.1% | +35.6% |
| 3Y | +137.0% | -11.8% | +148.8% | +125.1% |
| 5Y | +83.9% | +24.3% | +59.6% | +49.4% |
| All | +83.9% | +25.8% | +58.2% | +49.4% |
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