+131.7%
NOK vs DECK
-12.4%
+144.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -1.5% | -8.1% | -9.6% |
| 7D | -19.9% | +6.0% | -25.9% | -20.1% |
| 30D | -32.0% | +7.4% | -39.4% | -32.3% |
| 3M | -22.1% | -11.7% | -10.5% | -21.7% |
| 6M | -44.4% | -11.0% | -33.5% | -44.3% |
| YTD | +15.3% | -15.4% | +30.7% | +15.6% |
| 1Y | +8.9% | +7.2% | +1.7% | +6.7% |
| All | +131.7% | -12.4% | +144.0% | +132.9% |
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 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