+133.9%
NOK vs DECK
+730.5%
-596.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.4% | +2.5% | -1.2% |
| 7D | +11.0% | -3.7% | +14.7% | +11.7% |
| 30D | -16.0% | +0.6% | -16.6% | -16.2% |
| 3M | -19.8% | -7.3% | -12.5% | -19.0% |
| 6M | -37.1% | -10.9% | -26.2% | -36.5% |
| YTD | +28.0% | -18.5% | +46.4% | +30.1% |
| 1Y | +17.9% | +0.2% | +17.8% | +15.4% |
| 3Y | +152.7% | -19.8% | +172.6% | +144.0% |
| 5Y | +62.3% | +18.7% | +43.6% | +38.6% |
| All | +133.9% | +730.5% | -596.6% | +47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling