+548.3%
DECK vs NTR
+81.7%
+466.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | +5.8% | +3.0% | +2.8% | +5.0% |
| 30D | +7.9% | +2.2% | +5.7% | +7.2% |
| 3M | -11.4% | +7.9% | -19.3% | -13.6% |
| 6M | -16.6% | -1.5% | -15.0% | -16.9% |
| YTD | -16.4% | +18.6% | -35.0% | -22.6% |
| 1Y | +8.6% | +31.7% | -23.1% | -2.9% |
| 3Y | -15.1% | +46.4% | -61.6% | -28.9% |
| 5Y | +22.9% | +24.2% | -1.3% | -4.2% |
| All | +548.3% | +81.7% | +466.6% | +236.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling