+24.7%
DECK vs NTR
+19.8%
+4.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +0.1% | -0.3% | +0.5% | +0.2% |
| 30D | +4.8% | +2.0% | +2.9% | +4.7% |
| 3M | -6.9% | +6.4% | -13.3% | -7.5% |
| 6M | -7.6% | +1.6% | -9.2% | -7.9% |
| YTD | -16.3% | +18.2% | -34.5% | -18.6% |
| 1Y | +4.5% | +23.9% | -19.5% | +0.9% |
| 3Y | -17.1% | +44.7% | -61.8% | -22.5% |
| All | +24.7% | +19.8% | +4.9% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling