-27.1%
NVTS vs DECK
+45.5%
-72.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +6.0% | +3.0% | +5.6% |
| 7D | -0.3% | +10.4% | -10.7% | -6.0% |
| 30D | -24.4% | +11.1% | -35.5% | -29.2% |
| 3M | -26.5% | -10.8% | -15.7% | -22.2% |
| 6M | -41.4% | -8.7% | -32.6% | -40.4% |
| YTD | +30.7% | -14.0% | +44.7% | +31.7% |
| 1Y | -10.8% | +12.0% | -22.8% | -26.5% |
| 3Y | +51.2% | -10.5% | +61.7% | +32.7% |
| 5Y | -37.9% | +28.5% | -66.4% | -66.1% |
| All | -27.1% | +45.5% | -72.6% | -58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling