+302.4%
JBL vs DECK
+27.7%
+274.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +6.0% | -10.8% | -6.5% |
| 7D | -11.1% | +10.4% | -21.5% | -13.7% |
| 30D | -14.1% | +11.1% | -25.2% | -16.8% |
| 3M | -23.9% | -10.8% | -13.2% | -21.9% |
| 6M | -24.1% | -8.7% | -15.4% | -23.3% |
| YTD | +13.5% | -14.0% | +27.5% | +15.5% |
| 1Y | +23.7% | +12.0% | +11.7% | +15.5% |
| 3Y | +102.5% | -10.5% | +113.0% | +81.9% |
| All | +302.4% | +27.7% | +274.6% | +190.4% |
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