+135.5%
NUE vs DECK
+25.8%
+109.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.5% | -6.8% | -7.9% |
| 7D | -10.8% | +6.0% | -16.8% | -12.1% |
| 30D | -2.1% | +7.4% | -9.6% | -4.0% |
| 3M | -10.4% | -11.7% | +1.3% | -7.9% |
| 6M | +6.4% | -11.0% | +17.3% | +8.7% |
| YTD | +51.9% | -15.4% | +67.2% | +55.5% |
| 1Y | +71.1% | +7.2% | +63.9% | +64.4% |
| 3Y | +68.2% | -11.8% | +80.1% | +54.7% |
| 5Y | +135.5% | +24.3% | +111.2% | +64.0% |
| All | +135.5% | +25.8% | +109.7% | +64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling