+6,994.5%
DECK vs NYT
+730.3%
+6,264.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.4% | -2.6% |
| 7D | +5.8% | -2.6% | +8.3% | +6.6% |
| 30D | +7.9% | +5.3% | +2.5% | +5.9% |
| 3M | -11.4% | +5.9% | -17.3% | -13.5% |
| 6M | -16.6% | -17.8% | +1.2% | -11.9% |
| YTD | -16.4% | -0.3% | -16.0% | -17.4% |
| 1Y | +8.6% | +15.4% | -6.7% | +2.2% |
| 3Y | -15.1% | +70.8% | -86.0% | -31.3% |
| 5Y | +22.9% | +44.1% | -21.2% | +3.4% |
| 10Y | +895.7% | +583.5% | +312.2% | +379.7% |
| All | +6,994.5% | +730.3% | +6,264.1% | +2,723.6% |
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