-38.6%
NVTS vs DECK
+43.3%
-81.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -1.5% | -14.2% | -14.9% |
| 7D | -14.6% | +6.0% | -20.6% | -17.3% |
| 30D | -34.3% | +7.4% | -41.8% | -37.1% |
| 3M | -36.4% | -11.7% | -24.7% | -32.2% |
| 6M | -55.2% | -11.0% | -44.3% | -53.7% |
| YTD | +10.1% | -15.4% | +25.5% | +12.1% |
| 1Y | -20.3% | +7.2% | -27.5% | -32.2% |
| 3Y | +27.4% | -11.8% | +39.2% | +12.9% |
| 5Y | -47.6% | +24.3% | -72.0% | -71.3% |
| All | -38.6% | +43.3% | -81.9% | -64.3% |
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 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