+364.0%
NVDL vs DECK
-13.9%
+377.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +4.3% | -13.0% | -10.9% |
| 7D | -23.4% | +6.4% | -29.8% | -26.1% |
| 30D | -41.3% | +9.1% | -50.4% | -44.4% |
| 3M | -40.6% | -7.2% | -33.4% | -39.2% |
| 6M | -39.8% | -9.9% | -29.9% | -38.6% |
| YTD | -26.2% | -12.8% | -13.5% | -24.6% |
| 1Y | -30.0% | +10.6% | -40.6% | -39.5% |
| 3Y | +364.0% | -13.8% | +377.8% | +380.6% |
| All | +364.0% | -13.9% | +377.9% | +380.6% |
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