-99.2%
NVD vs DECK
-6.3%
-92.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -2.9% | -0.6% |
| 7D | -11.1% | -2.2% | -8.9% | -12.1% |
| 30D | -13.3% | -13.6% | +0.3% | -20.1% |
| 3M | -19.8% | -21.2% | +1.4% | -29.7% |
| 6M | -48.8% | -21.1% | -27.7% | -54.2% |
| YTD | -49.7% | -17.2% | -32.4% | -53.3% |
| 1Y | -61.4% | -30.7% | -30.6% | -68.6% |
| 3Y | -99.1% | -3.4% | -95.8% | -99.1% |
| All | -99.2% | -6.3% | -92.9% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling