+556.0%
DECK vs NTR
+83.6%
+472.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | +6.0% | +5.4% | +0.6% | +4.5% |
| 30D | +7.4% | +1.4% | +6.0% | +6.9% |
| 3M | -11.7% | +8.7% | -20.4% | -14.0% |
| 6M | -11.0% | -4.9% | -6.0% | -10.5% |
| YTD | -15.4% | +19.8% | -35.2% | -21.9% |
| 1Y | +7.2% | +37.0% | -29.7% | -5.3% |
| 3Y | -11.8% | +41.6% | -53.5% | -25.3% |
| 5Y | +24.3% | +25.4% | -1.1% | -3.4% |
| All | +556.0% | +83.6% | +472.4% | +239.7% |
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 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