+62.7%
EWZ vs DECK
+31.2%
+31.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.0% | -4.3% | +0.9% |
| 7D | -4.1% | +10.4% | -14.4% | -5.2% |
| 30D | -25.0% | +11.1% | -36.1% | -26.0% |
| 3M | -10.6% | -10.8% | +0.1% | -9.5% |
| 6M | -16.6% | -8.7% | -7.9% | -16.0% |
| YTD | +2.5% | -14.0% | +16.5% | +3.6% |
| 1Y | +8.1% | +12.0% | -4.0% | +5.6% |
| 3Y | +20.4% | -10.5% | +30.9% | +14.9% |
| 5Y | +62.7% | +28.5% | +34.2% | +39.1% |
| All | +62.7% | +31.2% | +31.5% | +39.1% |
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