+61.1%
NOK vs DECK
+28.0%
+33.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | -2.7% | +6.8% | -9.5% | -3.7% |
| 30D | -20.4% | +8.3% | -28.7% | -21.4% |
| 3M | -9.6% | -7.9% | -1.8% | -8.8% |
| 6M | -35.6% | -10.6% | -25.1% | -35.0% |
| YTD | +27.5% | -13.4% | +40.9% | +28.3% |
| 1Y | +18.4% | +12.5% | +5.9% | +13.1% |
| 3Y | +151.8% | -14.9% | +166.7% | +131.4% |
| 5Y | +61.1% | +27.5% | +33.7% | +27.3% |
| All | +61.1% | +28.0% | +33.1% | +27.3% |
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