-29.5%
DECK vs NTRS
+48.1%
-77.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.5% |
| 7D | -2.3% | +1.7% | -4.0% | -2.8% |
| 30D | -15.2% | +0.1% | -15.4% | -15.3% |
| 3M | -24.7% | +9.8% | -34.6% | -27.1% |
| 6M | -20.8% | +34.7% | -55.4% | -28.2% |
| YTD | -20.3% | +37.4% | -57.7% | -28.8% |
| 1Y | -29.5% | +48.2% | -77.7% | -38.6% |
| All | -29.5% | +48.1% | -77.6% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded NTRS 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling