+86.4%
NSC vs DECK
-11.0%
+97.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.0% | -5.0% | +0.2% |
| 7D | +1.8% | +10.4% | -8.6% | +0.5% |
| 30D | +8.8% | +11.1% | -2.3% | +7.3% |
| 3M | +1.2% | -10.8% | +12.0% | +2.6% |
| 6M | +11.3% | -8.7% | +20.1% | +12.1% |
| YTD | +20.7% | -14.0% | +34.8% | +22.0% |
| 1Y | +23.4% | +12.0% | +11.4% | +20.0% |
| All | +86.4% | -11.0% | +97.4% | +85.0% |
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 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