+1,236.8%
EWY vs DECK
+43,256.6%
-42,019.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.1% | +4.3% |
| 7D | +4.8% | -2.2% | +7.0% | +5.2% |
| 30D | +11.7% | -13.6% | +25.3% | +14.5% |
| 3M | -7.4% | -21.2% | +13.8% | -3.8% |
| 6M | +40.6% | -21.1% | +61.6% | +46.0% |
| YTD | +94.3% | -17.2% | +111.5% | +99.1% |
| 1Y | +164.3% | -30.7% | +195.0% | +178.0% |
| 3Y | +221.0% | -3.4% | +224.3% | +206.7% |
| 5Y | +139.1% | +25.5% | +113.6% | +113.0% |
| 10Y | +298.8% | +714.7% | -415.9% | +145.3% |
| All | +1,236.8% | +43,256.6% | -42,019.7% | +438.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling