+12.5%
DECK vs NYT
+19.9%
-7.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | +6.8% | +8.1% | -1.4% | +4.6% |
| 30D | +8.3% | +9.4% | -1.1% | +5.7% |
| 3M | -7.9% | +12.4% | -20.3% | -11.3% |
| 6M | -10.6% | -8.0% | -2.6% | -9.3% |
| YTD | -13.4% | +5.8% | -19.2% | -12.9% |
| 1Y | +12.5% | +17.4% | -4.9% | +3.1% |
| All | +12.5% | +19.9% | -7.5% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling