+86.9%
JBL vs DECK
-12.4%
+99.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.5% | -7.0% | -8.3% |
| 7D | -17.9% | +6.0% | -23.9% | -18.9% |
| 30D | -23.6% | +7.4% | -31.0% | -24.8% |
| 3M | -30.2% | -11.7% | -18.5% | -28.7% |
| 6M | -29.9% | -11.0% | -18.9% | -29.0% |
| YTD | +3.7% | -15.4% | +19.1% | +5.6% |
| 1Y | +8.5% | +7.2% | +1.2% | +4.1% |
| All | +86.9% | -12.4% | +99.3% | +88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling