+1,152.0%
JBL vs DECK
+938.4%
+213.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.3% | +1.3% | +4.2% |
| 7D | -5.2% | +6.4% | -11.6% | -7.2% |
| 30D | -17.5% | +9.1% | -26.6% | -20.2% |
| 3M | -26.0% | -7.2% | -18.8% | -24.6% |
| 6M | -28.9% | -9.9% | -18.9% | -27.7% |
| YTD | +10.8% | -12.8% | +23.6% | +12.6% |
| 1Y | +18.3% | +10.6% | +7.7% | +10.0% |
| 3Y | +102.2% | -13.8% | +116.0% | +87.7% |
| 5Y | +303.2% | +27.6% | +275.6% | +204.3% |
| 10Y | +1,152.0% | +887.0% | +265.0% | +450.8% |
| All | +1,152.0% | +938.4% | +213.6% | +450.8% |
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