+112.5%
EWY vs DECK
+27.7%
+84.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.0% | -7.9% | -3.0% |
| 7D | -8.3% | +10.4% | -18.7% | -10.1% |
| 30D | -20.5% | +11.1% | -31.6% | -22.3% |
| 3M | -11.1% | -10.8% | -0.3% | -9.5% |
| 6M | -7.0% | -8.7% | +1.7% | -6.2% |
| YTD | +56.5% | -14.0% | +70.5% | +59.2% |
| 1Y | +62.4% | +12.0% | +50.4% | +56.7% |
| 3Y | +173.9% | -10.5% | +184.3% | +159.3% |
| All | +112.5% | +27.7% | +84.8% | +72.1% |
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