+114.5%
DECK vs JAAA
+30.2%
+84.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +6.4% | +0.1% | +6.3% | +6.3% |
| 30D | +9.1% | +0.4% | +8.7% | +8.2% |
| 3M | -7.2% | +1.1% | -8.4% | -9.4% |
| 6M | -9.9% | +2.3% | -12.2% | -14.1% |
| YTD | -12.8% | +3.9% | -16.7% | -19.3% |
| 1Y | +10.6% | +4.8% | +5.8% | +0.6% |
| 3Y | -13.8% | +18.4% | -32.3% | -32.0% |
| 5Y | +27.6% | +27.4% | +0.2% | -6.7% |
| All | +114.5% | +30.2% | +84.3% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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