-1.8%
DECK vs NTRS
+166.6%
-168.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.5% |
| 7D | -2.2% | +0.4% | -2.6% | -2.4% |
| 30D | -13.6% | +1.7% | -15.3% | -14.3% |
| 3M | -21.2% | +8.9% | -30.1% | -24.5% |
| 6M | -21.1% | +30.6% | -51.7% | -30.7% |
| YTD | -17.2% | +38.7% | -55.9% | -29.7% |
| 1Y | -30.7% | +48.1% | -78.8% | -43.3% |
| All | -1.8% | +166.6% | -168.4% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling