+52.6%
EWZ vs DECK
+937.4%
-884.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.0% | -4.3% | +0.4% |
| 7D | -4.1% | +10.4% | -14.4% | -6.1% |
| 30D | -25.0% | +11.1% | -36.1% | -26.7% |
| 3M | -10.6% | -10.8% | +0.1% | -8.7% |
| 6M | -16.6% | -8.7% | -7.9% | -15.6% |
| YTD | +2.5% | -14.0% | +16.5% | +4.2% |
| 1Y | +8.1% | +12.0% | -4.0% | +3.4% |
| 3Y | +20.4% | -10.5% | +30.9% | +12.0% |
| 5Y | +62.7% | +28.5% | +34.2% | +31.2% |
| 10Y | +52.6% | +923.3% | -870.7% | -17.9% |
| All | +52.6% | +937.4% | -884.8% | -17.9% |
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 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