+74.6%
NSC vs DECK
-3.0%
+77.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.3% |
| 7D | -5.5% | -2.2% | -3.3% | -5.2% |
| 30D | -3.2% | -13.6% | +10.4% | -1.5% |
| 3M | +7.7% | -21.2% | +28.9% | +10.7% |
| 6M | +4.5% | -21.1% | +25.6% | +7.2% |
| YTD | +15.6% | -17.2% | +32.8% | +17.4% |
| 1Y | +19.8% | -30.7% | +50.6% | +24.3% |
| All | +74.6% | -3.0% | +77.6% | +74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling