+400.7%
JBL vs DECK
+25.5%
+375.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | 0.0% | +1.1% |
| 7D | +3.0% | -2.2% | +5.2% | +3.7% |
| 30D | -8.3% | -13.6% | +5.3% | -4.7% |
| 3M | -16.9% | -21.2% | +4.3% | -12.0% |
| 6M | +21.8% | -21.1% | +42.8% | +28.6% |
| YTD | +36.3% | -17.2% | +53.5% | +40.7% |
| 1Y | +49.5% | -30.7% | +80.3% | +61.6% |
| 3Y | +170.6% | -3.4% | +174.0% | +137.1% |
| All | +400.7% | +25.5% | +375.2% | +252.8% |
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 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