-30.7%
DECK vs NTR
+43.1%
-73.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.1% | +1.4% |
| 7D | -2.2% | +8.1% | -10.3% | -1.6% |
| 30D | -13.6% | +18.8% | -32.3% | -12.2% |
| 3M | -21.2% | +16.2% | -37.5% | -20.1% |
| 6M | -21.1% | +9.8% | -30.8% | -20.6% |
| YTD | -17.2% | +30.9% | -48.1% | -19.6% |
| 1Y | -30.7% | +41.8% | -72.5% | -34.9% |
| All | -30.7% | +43.1% | -73.8% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling