+111.3%
DECK vs JAAA
+30.1%
+81.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | 0.0% | +6.0% | +6.0% |
| 7D | +10.4% | +0.2% | +10.2% | +10.0% |
| 30D | +11.1% | +0.4% | +10.7% | +10.1% |
| 3M | -10.8% | +1.2% | -12.0% | -13.0% |
| 6M | -8.7% | +2.3% | -11.1% | -13.1% |
| YTD | -14.0% | +3.9% | -17.9% | -20.5% |
| 1Y | +12.0% | +4.8% | +7.2% | +1.9% |
| 3Y | -10.5% | +18.7% | -29.1% | -29.4% |
| 5Y | +28.5% | +27.4% | +1.1% | -6.0% |
| All | +111.3% | +30.1% | +81.2% | +47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling