+24.3%
DECK vs NVMI
+122.8%
-98.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.1% | +3.6% | -0.2% |
| 7D | +6.0% | -16.2% | +22.2% | +11.0% |
| 30D | +7.4% | -28.9% | +36.4% | +17.3% |
| 3M | -11.7% | -30.3% | +18.7% | -3.7% |
| 6M | -11.0% | -45.6% | +34.7% | +1.4% |
| YTD | -15.4% | -14.6% | -0.7% | -18.8% |
| 1Y | +7.2% | -18.1% | +25.3% | +3.7% |
| 3Y | -11.8% | +179.2% | -191.0% | -53.0% |
| 5Y | +24.3% | +122.4% | -98.0% | -31.7% |
| All | +24.3% | +122.8% | -98.4% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling