-32.7%
NVTS vs DECK
+41.6%
-74.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.2% | +10.7% | +10.2% |
| 7D | +1.5% | +5.8% | -4.2% | -1.7% |
| 30D | -23.8% | +7.9% | -31.7% | -27.3% |
| 3M | -30.6% | -11.4% | -19.2% | -26.2% |
| 6M | -48.4% | -16.6% | -31.8% | -44.4% |
| YTD | +20.6% | -16.4% | +36.9% | +23.6% |
| 1Y | -2.5% | +8.6% | -11.2% | -18.2% |
| 3Y | +44.0% | -15.1% | +59.1% | +31.0% |
| 5Y | -42.6% | +22.9% | -65.5% | -68.3% |
| All | -32.7% | +41.6% | -74.3% | -60.7% |
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 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