+24.6%
DECK vs NTRS
+61.8%
-37.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.5% |
| 7D | +5.8% | +2.1% | +3.6% | +4.8% |
| 30D | +7.9% | +2.7% | +5.2% | +6.5% |
| 3M | -11.4% | -5.7% | -5.7% | -9.1% |
| 6M | -16.6% | +6.8% | -23.4% | -19.6% |
| YTD | -16.4% | +28.4% | -44.7% | -26.7% |
| 1Y | +8.6% | +37.5% | -28.9% | -8.0% |
| 3Y | -15.1% | +167.5% | -182.6% | -48.1% |
| All | +24.6% | +61.8% | -37.2% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling