-17.7%
NVO vs DECK
+20.9%
-38.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.3% | +2.0% |
| 7D | +3.3% | +0.1% | +3.1% | +3.2% |
| 30D | +9.2% | +4.8% | +4.4% | +8.4% |
| 3M | -9.8% | -6.9% | -2.8% | -8.9% |
| 6M | -10.4% | -7.6% | -2.9% | -9.7% |
| YTD | -14.1% | -16.3% | +2.2% | -12.4% |
| 1Y | -11.1% | +4.5% | -15.6% | -12.4% |
| 3Y | -54.9% | -17.1% | -37.8% | -56.1% |
| All | -17.7% | +20.9% | -38.6% | -26.7% |
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 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