+323.6%
NSC vs DECK
+718.3%
-394.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.1% |
| 7D | -5.5% | -2.2% | -3.3% | -5.0% |
| 30D | -3.2% | -13.6% | +10.4% | 0.0% |
| 3M | +7.7% | -21.2% | +28.9% | +13.1% |
| 6M | +4.5% | -21.1% | +25.6% | +9.3% |
| YTD | +15.6% | -17.2% | +32.8% | +18.8% |
| 1Y | +19.8% | -30.7% | +50.6% | +27.6% |
| 3Y | +70.1% | -3.4% | +73.5% | +54.9% |
| 5Y | +46.1% | +25.5% | +20.6% | +18.8% |
| All | +323.6% | +718.3% | -394.6% | +113.1% |
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