+10,574.6%
NVDA vs DECK
+874.1%
+9,700.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +3.9% | +3.2% |
| 7D | -8.8% | +5.8% | -14.6% | -11.0% |
| 30D | -21.4% | +7.9% | -29.3% | -24.1% |
| 3M | -14.7% | -11.4% | -3.3% | -11.3% |
| 6M | -10.0% | -16.6% | +6.6% | -5.3% |
| YTD | +0.3% | -16.4% | +16.7% | +3.7% |
| 1Y | -0.5% | +8.6% | -9.2% | -8.8% |
| 3Y | +309.2% | -15.1% | +324.3% | +282.7% |
| 5Y | +530.1% | +22.9% | +507.2% | +373.5% |
| All | +10,574.6% | +874.1% | +9,700.5% | +3,813.7% |
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