+839.4%
DECK vs NTRS
+200.7%
+638.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +6.8% | +3.1% | +3.7% | +5.3% |
| 30D | +8.3% | +5.8% | +2.6% | +5.5% |
| 3M | -7.9% | -4.9% | -3.0% | -5.8% |
| 6M | -10.6% | +11.9% | -22.5% | -15.7% |
| YTD | -13.4% | +32.2% | -45.6% | -25.0% |
| 1Y | +12.5% | +39.6% | -27.2% | -5.1% |
| 3Y | -14.9% | +173.9% | -188.8% | -48.4% |
| 5Y | +27.5% | +67.1% | -39.6% | -4.6% |
| 10Y | +839.4% | +196.8% | +642.6% | +432.0% |
| All | +839.4% | +200.7% | +638.6% | +432.0% |
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