-1.8%
DECK vs NTR
+35.3%
-37.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.1% | +1.6% |
| 7D | -2.2% | +8.1% | -10.3% | -2.4% |
| 30D | -13.6% | +18.8% | -32.3% | -14.0% |
| 3M | -21.2% | +16.2% | -37.5% | -21.6% |
| 6M | -21.1% | +9.8% | -30.8% | -21.5% |
| YTD | -17.2% | +30.9% | -48.1% | -19.6% |
| 1Y | -30.7% | +41.8% | -72.5% | -33.5% |
| All | -1.8% | +35.3% | -37.0% | -5.3% |
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