+887.0%
DECK vs NTRS
+210.4%
+676.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.8% | +1.5% | +3.0% |
| 7D | +6.4% | +4.1% | +2.3% | +4.4% |
| 30D | +9.1% | +5.6% | +3.5% | +6.3% |
| 3M | -7.2% | -3.8% | -3.4% | -5.7% |
| 6M | -9.9% | +11.8% | -21.7% | -15.0% |
| YTD | -12.8% | +32.0% | -44.8% | -24.4% |
| 1Y | +10.6% | +39.6% | -29.0% | -6.7% |
| 3Y | -13.8% | +178.7% | -192.5% | -48.2% |
| 5Y | +27.6% | +69.0% | -41.4% | -5.1% |
| 10Y | +887.0% | +201.7% | +685.4% | +450.5% |
| All | +887.0% | +210.4% | +676.6% | +450.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling