+6,920.8%
DECK vs NTRS
+3,466.6%
+3,454.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.2% |
| 3M | -21.2% | +8.9% | -30.1% | -24.2% |
| 6M | -21.1% | +30.6% | -51.7% | -29.6% |
| YTD | -17.2% | +38.7% | -55.9% | -28.2% |
| 1Y | -30.7% | +48.1% | -78.8% | -41.7% |
| 3Y | -3.4% | +165.5% | -168.9% | -36.6% |
| 5Y | +25.5% | +85.6% | -60.0% | -6.7% |
| 10Y | +714.7% | +246.1% | +468.6% | +354.0% |
| All | +6,920.8% | +3,466.6% | +3,454.2% | +2,265.5% |
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 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