+6,994.5%
DECK vs NTRS
+3,201.5%
+3,792.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.5% |
| 7D | +5.8% | +2.1% | +3.6% | +4.9% |
| 30D | +7.9% | +2.7% | +5.2% | +6.7% |
| 3M | -11.4% | -5.7% | -5.7% | -9.4% |
| 6M | -16.6% | +6.8% | -23.4% | -19.2% |
| YTD | -16.4% | +28.4% | -44.7% | -25.2% |
| 1Y | +8.6% | +37.5% | -28.9% | -5.5% |
| 3Y | -15.1% | +167.5% | -182.6% | -44.2% |
| 5Y | +22.9% | +62.1% | -39.3% | -3.3% |
| 10Y | +895.7% | +214.0% | +681.7% | +476.4% |
| All | +6,994.5% | +3,201.5% | +3,792.9% | +2,365.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling