+321.5%
NSC vs DECK
+885.7%
-564.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.8% | -4.0% |
| 7D | -3.8% | +6.0% | -9.8% | -5.1% |
| 30D | +4.1% | +7.4% | -3.4% | +2.3% |
| 3M | -3.3% | -11.7% | +8.4% | -0.8% |
| 6M | +5.9% | -11.0% | +16.8% | +7.8% |
| YTD | +15.5% | -15.4% | +30.9% | +17.9% |
| 1Y | +19.3% | +7.2% | +12.1% | +14.8% |
| 3Y | +79.0% | -11.8% | +90.9% | +67.9% |
| 5Y | +28.3% | +24.3% | +4.0% | +5.2% |
| All | +321.5% | +885.7% | -564.1% | +110.0% |
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