+877.2%
DECK vs NVMI
+2,448.3%
-1,571.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.7% | -12.9% | -4.6% |
| 7D | +5.8% | +0.3% | +5.5% | +5.3% |
| 30D | +7.9% | -17.1% | +25.0% | +13.2% |
| 3M | -11.4% | -17.9% | +6.5% | -7.5% |
| 6M | -16.6% | -41.4% | +24.9% | -6.2% |
| YTD | -16.4% | -4.6% | -11.7% | -21.7% |
| 1Y | +8.6% | -0.3% | +8.9% | -0.4% |
| 3Y | -15.1% | +214.5% | -229.6% | -52.7% |
| 5Y | +22.9% | +148.5% | -125.6% | -27.9% |
| All | +877.2% | +2,448.3% | -1,571.1% | +230.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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