+298.1%
NVDA vs DECK
-12.4%
+310.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.5% | -7.7% | -8.9% |
| 7D | -15.0% | +6.0% | -21.0% | -16.4% |
| 30D | -24.1% | +7.4% | -31.5% | -25.7% |
| 3M | -17.1% | -11.7% | -5.4% | -14.6% |
| 6M | -7.4% | -11.0% | +3.6% | -5.7% |
| YTD | -2.4% | -15.4% | +13.0% | -0.1% |
| 1Y | -6.7% | +7.2% | -14.0% | -12.2% |
| All | +298.1% | -12.4% | +310.5% | +301.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling