+253.0%
NEM vs DECK
-3.0%
+256.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.3% | -1.9% |
| 7D | +0.3% | -2.2% | +2.5% | +0.4% |
| 30D | +23.1% | -13.6% | +36.7% | +24.0% |
| 3M | +18.5% | -21.2% | +39.7% | +19.9% |
| 6M | +7.8% | -21.1% | +28.9% | +8.8% |
| YTD | +29.1% | -17.2% | +46.3% | +30.3% |
| 1Y | +72.7% | -30.7% | +103.4% | +75.7% |
| All | +253.0% | -3.0% | +256.1% | +235.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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