+379.8%
NEM vs DECK
+7,999.1%
-7,619.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.4% |
| 7D | +7.1% | +6.0% | +1.1% | +6.9% |
| 30D | +2.9% | +7.4% | -4.6% | +2.6% |
| 3M | +15.0% | -11.7% | +26.7% | +15.5% |
| 6M | +10.3% | -11.0% | +21.3% | +10.7% |
| YTD | +20.7% | -15.4% | +36.0% | +21.1% |
| 1Y | +48.0% | +7.2% | +40.8% | +47.2% |
| 3Y | +225.0% | -11.8% | +236.9% | +223.3% |
| 5Y | +143.7% | +24.3% | +119.4% | +138.3% |
| 10Y | +305.3% | +907.5% | -602.3% | +265.4% |
| All | +379.8% | +7,999.1% | -7,619.3% | +303.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling