+6,920.8%
DECK vs NYT
+714.3%
+6,206.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.2% | +1.4% |
| 7D | -2.2% | -1.3% | -0.9% | -1.8% |
| 30D | -13.6% | +2.7% | -16.3% | -14.4% |
| 3M | -21.2% | -10.3% | -10.9% | -18.7% |
| 6M | -21.1% | -16.6% | -4.5% | -16.8% |
| YTD | -17.2% | -2.3% | -15.0% | -17.3% |
| 1Y | -30.7% | +15.0% | -45.8% | -34.5% |
| 3Y | -3.4% | +57.1% | -60.5% | -19.3% |
| 5Y | +25.5% | +37.2% | -11.6% | +7.4% |
| 10Y | +714.7% | +464.3% | +250.3% | +319.7% |
| All | +6,920.8% | +714.3% | +6,206.5% | +2,725.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling