+24.7%
DECK vs NYT
+60.3%
-35.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.0% |
| 7D | +0.1% | +6.5% | -6.4% | -2.0% |
| 30D | +4.8% | +8.4% | -3.6% | +1.8% |
| 3M | -6.9% | +13.9% | -20.9% | -11.7% |
| 6M | -7.6% | -4.8% | -2.8% | -6.9% |
| YTD | -16.3% | +6.2% | -22.4% | -19.3% |
| 1Y | +4.5% | +14.3% | -9.8% | -2.2% |
| 3Y | -17.1% | +73.6% | -90.7% | -36.6% |
| All | +24.7% | +60.3% | -35.6% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling