-14.1%
DECK vs NTR
+43.6%
-57.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | +6.0% | +5.4% | +0.6% | +5.9% |
| 30D | +7.4% | +1.4% | +6.0% | +7.4% |
| 3M | -11.7% | +8.7% | -20.4% | -12.0% |
| 6M | -11.0% | -4.9% | -6.0% | -10.8% |
| YTD | -15.4% | +19.8% | -35.2% | -17.9% |
| 1Y | +7.2% | +37.0% | -29.7% | +2.1% |
| All | -14.1% | +43.6% | -57.7% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling