+43.9%
NOK vs DECK
+25.8%
+18.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -1.5% | -8.1% | -9.5% |
| 7D | -19.9% | +6.0% | -25.9% | -20.6% |
| 30D | -32.0% | +7.4% | -39.4% | -32.8% |
| 3M | -22.1% | -11.7% | -10.5% | -20.9% |
| 6M | -44.4% | -11.0% | -33.5% | -43.9% |
| YTD | +15.3% | -15.4% | +30.7% | +16.4% |
| 1Y | +8.9% | +7.2% | +1.7% | +4.8% |
| 3Y | +129.7% | -11.8% | +141.5% | +107.9% |
| 5Y | +43.9% | +24.3% | +19.6% | +12.2% |
| All | +43.9% | +25.8% | +18.2% | +12.2% |
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 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