+18.7%
DECK vs NYT
+56.4%
-37.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.7% | -3.8% |
| 7D | -3.7% | +9.0% | -12.6% | -6.6% |
| 30D | +0.6% | +6.8% | -6.2% | -1.8% |
| 3M | -7.3% | +12.1% | -19.5% | -11.5% |
| 6M | -10.9% | -7.7% | -3.2% | -9.2% |
| YTD | -18.5% | +4.2% | -22.6% | -20.9% |
| 1Y | +0.2% | +14.3% | -14.2% | -6.3% |
| 3Y | -19.8% | +69.8% | -89.6% | -38.2% |
| 5Y | +18.7% | +57.7% | -39.0% | -9.9% |
| All | +18.7% | +56.4% | -37.7% | -9.9% |
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