+267.8%
JBL vs DECK
+25.8%
+242.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.5% | -7.0% | -8.2% |
| 7D | -17.9% | +6.0% | -23.9% | -19.3% |
| 30D | -23.6% | +7.4% | -31.0% | -25.3% |
| 3M | -30.2% | -11.7% | -18.5% | -28.1% |
| 6M | -29.9% | -11.0% | -18.9% | -28.7% |
| YTD | +3.7% | -15.4% | +19.1% | +6.1% |
| 1Y | +8.5% | +7.2% | +1.2% | +2.6% |
| 3Y | +85.1% | -11.8% | +97.0% | +67.0% |
| 5Y | +267.8% | +24.3% | +243.5% | +166.7% |
| All | +267.8% | +25.8% | +242.0% | +166.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling