+1,282.3%
NOK vs DECK
+12,005.5%
-10,723.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.0% | -8.6% | -3.2% |
| 7D | -10.4% | +10.4% | -20.8% | -11.4% |
| 30D | -19.0% | +11.1% | -30.1% | -20.0% |
| 3M | -16.7% | -10.8% | -6.0% | -16.0% |
| 6M | -37.1% | -8.7% | -28.4% | -36.9% |
| YTD | +27.7% | -14.0% | +41.7% | +28.4% |
| 1Y | +21.3% | +12.0% | +9.3% | +18.6% |
| 3Y | +154.3% | -10.5% | +164.8% | +148.9% |
| 5Y | +61.0% | +28.5% | +32.5% | +50.3% |
| 10Y | +133.3% | +923.3% | -790.0% | +73.3% |
| All | +1,282.3% | +12,005.5% | -10,723.2% | +673.8% |
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