+26.1%
DECK vs JAAA
+25.6%
+0.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.4% |
| 7D | -2.2% | +0.2% | -2.4% | -2.6% |
| 30D | -13.6% | +0.5% | -14.1% | -14.6% |
| 3M | -21.2% | +1.3% | -22.5% | -23.4% |
| 6M | -21.1% | +2.7% | -23.7% | -25.5% |
| YTD | -17.2% | +3.2% | -20.4% | -22.6% |
| 1Y | -30.7% | +4.9% | -35.7% | -37.3% |
| 3Y | -3.4% | +19.0% | -22.4% | -23.5% |
| All | +26.1% | +25.6% | +0.5% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling