+27.6%
DECK vs NTR
+21.9%
+5.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +4.2% |
| 7D | +6.4% | +3.0% | +3.4% | +6.1% |
| 30D | +9.1% | +7.1% | +2.0% | +8.5% |
| 3M | -7.2% | +13.1% | -20.3% | -8.3% |
| 6M | -9.9% | +7.6% | -17.5% | -10.7% |
| YTD | -12.8% | +20.0% | -32.7% | -15.3% |
| 1Y | +10.6% | +30.2% | -19.6% | +6.2% |
| 3Y | -13.8% | +46.8% | -60.6% | -19.5% |
| 5Y | +27.6% | +22.7% | +4.9% | +4.4% |
| All | +27.6% | +21.9% | +5.7% | +4.4% |
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