+887.0%
DECK vs NYT
+611.9%
+275.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.6% | -1.3% | +2.4% |
| 7D | +6.4% | +3.2% | +3.2% | +5.2% |
| 30D | +9.1% | +8.8% | +0.3% | +5.9% |
| 3M | -7.2% | +14.0% | -21.2% | -11.7% |
| 6M | -9.9% | -8.5% | -1.4% | -8.1% |
| YTD | -12.8% | +5.2% | -18.0% | -15.5% |
| 1Y | +10.6% | +19.1% | -8.5% | +2.5% |
| 3Y | -13.8% | +73.3% | -87.1% | -31.7% |
| 5Y | +27.6% | +55.7% | -28.0% | +2.1% |
| 10Y | +887.0% | +587.1% | +299.9% | +449.6% |
| All | +887.0% | +611.9% | +275.2% | +449.6% |
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