+541.6%
DECK vs NTR
+100.5%
+441.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.1% | +2.0% |
| 7D | -2.2% | +8.1% | -10.3% | -4.4% |
| 30D | -13.6% | +18.8% | -32.3% | -17.8% |
| 3M | -21.2% | +16.2% | -37.5% | -24.8% |
| 6M | -21.1% | +9.8% | -30.8% | -24.3% |
| YTD | -17.2% | +30.9% | -48.1% | -25.3% |
| 1Y | -30.7% | +41.8% | -72.5% | -39.4% |
| 3Y | -3.4% | +35.8% | -39.1% | -16.2% |
| 5Y | +25.5% | +51.0% | -25.5% | -10.1% |
| All | +541.6% | +100.5% | +441.1% | +224.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling