+1,111.7%
JBL vs DECK
+874.1%
+237.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.3% | +1.5% |
| 7D | -12.3% | +5.8% | -18.1% | -14.1% |
| 30D | -20.2% | +7.9% | -28.0% | -22.5% |
| 3M | -30.6% | -11.4% | -19.2% | -28.3% |
| 6M | -35.8% | -16.6% | -19.2% | -33.0% |
| YTD | +4.9% | -16.4% | +21.3% | +8.0% |
| 1Y | +11.3% | +8.6% | +2.7% | +4.0% |
| 3Y | +89.1% | -15.1% | +104.2% | +76.0% |
| 5Y | +272.1% | +22.9% | +249.2% | +184.1% |
| All | +1,111.7% | +874.1% | +237.6% | +433.7% |
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