+81.1%
EWZ vs DECK
+718.3%
-637.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.0% |
| 7D | +6.5% | -2.2% | +8.7% | +7.0% |
| 30D | +4.8% | -13.6% | +18.4% | +8.0% |
| 3M | +9.9% | -21.2% | +31.1% | +15.1% |
| 6M | +1.9% | -21.1% | +23.0% | +6.5% |
| YTD | +20.3% | -17.2% | +37.5% | +23.6% |
| 1Y | +35.6% | -30.7% | +66.4% | +43.8% |
| 3Y | +43.4% | -3.4% | +46.8% | +29.8% |
| 5Y | +55.9% | +25.5% | +30.4% | +25.9% |
| All | +81.1% | +718.3% | -637.2% | -0.8% |
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