+10,286.3%
NVDA vs DECK
+885.7%
+9,400.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.5% | -7.7% | -8.6% |
| 7D | -15.0% | +6.0% | -21.0% | -17.1% |
| 30D | -24.1% | +7.4% | -31.5% | -26.6% |
| 3M | -17.1% | -11.7% | -5.4% | -13.7% |
| 6M | -7.4% | -11.0% | +3.6% | -5.1% |
| YTD | -2.4% | -15.4% | +13.0% | +0.5% |
| 1Y | -6.7% | +7.2% | -14.0% | -13.9% |
| 3Y | +304.7% | -11.8% | +316.5% | +272.2% |
| 5Y | +513.1% | +24.3% | +488.7% | +358.6% |
| All | +10,286.3% | +885.7% | +9,400.6% | +3,690.7% |
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 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