+36.1%
JCI vs DECK
-30.4%
+66.5%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.4% | +1.8% |
| 7D | +3.8% | -2.2% | +6.1% | +4.0% |
| 30D | -5.7% | -13.6% | +7.9% | -4.9% |
| 3M | -1.4% | -21.2% | +19.8% | +0.1% |
| 6M | +4.1% | -21.1% | +25.2% | +5.1% |
| YTD | +21.7% | -17.2% | +39.0% | +22.9% |
| 1Y | +36.1% | -30.7% | +66.9% | +34.4% |
| All | +36.1% | -30.4% | +66.5% | +34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling