+154.6%
NEM vs DECK
+25.5%
+129.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.3% | -1.8% |
| 7D | +0.3% | -2.2% | +2.5% | +0.4% |
| 30D | +23.1% | -13.6% | +36.7% | +23.6% |
| 3M | +18.5% | -21.2% | +39.7% | +19.3% |
| 6M | +7.8% | -21.1% | +28.9% | +8.4% |
| YTD | +29.1% | -17.2% | +46.3% | +29.8% |
| 1Y | +72.7% | -30.7% | +103.4% | +74.3% |
| 3Y | +248.7% | -3.4% | +252.1% | +251.1% |
| All | +154.6% | +25.5% | +129.1% | +151.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling