+781.3%
DECK vs NYT
+574.6%
+206.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | -0.8% | +9.3% | -10.1% | -3.8% |
| 30D | +4.9% | +10.0% | -5.1% | +1.4% |
| 3M | -5.8% | +14.5% | -20.3% | -10.5% |
| 6M | -8.6% | -5.4% | -3.2% | -7.7% |
| YTD | -14.7% | +6.0% | -20.7% | -17.6% |
| 1Y | +6.9% | +16.7% | -9.9% | -0.2% |
| 3Y | -16.2% | +72.7% | -88.9% | -33.3% |
| 5Y | +25.3% | +59.8% | -34.5% | -0.5% |
| 10Y | +781.3% | +549.8% | +231.5% | +455.6% |
| All | +781.3% | +574.6% | +206.7% | +455.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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