+887.0%
DECK vs NVS
+257.6%
+629.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +4.0% |
| 7D | +6.4% | +1.3% | +5.0% | +5.9% |
| 30D | +9.1% | +13.9% | -4.8% | +4.2% |
| 3M | -7.2% | +4.7% | -11.9% | -9.2% |
| 6M | -9.9% | +12.1% | -22.0% | -14.3% |
| YTD | -12.8% | +22.3% | -35.1% | -19.5% |
| 1Y | +10.6% | +33.5% | -22.9% | -1.3% |
| 3Y | -13.8% | +94.7% | -108.6% | -35.1% |
| 5Y | +27.6% | +137.6% | -109.9% | -14.1% |
| 10Y | +887.0% | +254.5% | +632.6% | +555.8% |
| All | +887.0% | +257.6% | +629.5% | +555.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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