-14.9%
DECK vs NYT
+74.4%
-89.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +6.8% | +8.1% | -1.4% | +4.7% |
| 30D | +8.3% | +9.4% | -1.1% | +5.9% |
| 3M | -7.9% | +12.4% | -20.3% | -10.9% |
| 6M | -10.6% | -8.0% | -2.6% | -9.4% |
| YTD | -13.4% | +5.8% | -19.2% | -15.2% |
| 1Y | +12.5% | +17.4% | -4.9% | +7.4% |
| 3Y | -14.9% | +72.4% | -87.3% | -29.7% |
| All | -14.9% | +74.4% | -89.2% | -29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling