-20.3%
NVO vs DECK
+25.8%
-46.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.5% | -2.9% | -4.2% |
| 7D | +3.0% | +6.0% | -3.1% | +2.0% |
| 30D | +7.4% | +7.4% | -0.1% | +6.2% |
| 3M | -8.3% | -11.7% | +3.3% | -6.7% |
| 6M | -9.0% | -11.0% | +1.9% | -7.8% |
| YTD | -16.8% | -15.4% | -1.5% | -15.3% |
| 1Y | -12.7% | +7.2% | -19.9% | -14.3% |
| 3Y | -55.2% | -11.8% | -43.4% | -56.8% |
| 5Y | -20.3% | +24.3% | -44.6% | -30.5% |
| All | -20.3% | +25.8% | -46.1% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling