+14,759.6%
NVDA vs DECK
+718.3%
+14,041.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.7% | +0.2% |
| 7D | +5.9% | -2.2% | +8.1% | +6.8% |
| 30D | +5.1% | -13.6% | +18.7% | +10.9% |
| 3M | +5.4% | -21.2% | +26.6% | +14.6% |
| 6M | +26.0% | -21.1% | +47.1% | +35.9% |
| YTD | +23.7% | -17.2% | +40.9% | +29.1% |
| 1Y | +34.4% | -30.7% | +65.1% | +48.7% |
| 3Y | +375.8% | -3.4% | +379.2% | +316.6% |
| 5Y | +911.8% | +25.5% | +886.2% | +657.3% |
| All | +14,759.6% | +718.3% | +14,041.3% | +6,040.2% |
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 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