+304.3%
JCI vs DECK
+874.1%
-569.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +3.0% |
| 7D | -9.4% | +5.8% | -15.2% | -10.7% |
| 30D | -13.4% | +7.9% | -21.3% | -15.2% |
| 3M | -12.4% | -11.4% | -1.0% | -10.3% |
| 6M | -5.1% | -16.6% | +11.4% | -2.1% |
| YTD | +13.7% | -16.4% | +30.1% | +16.2% |
| 1Y | +11.4% | +8.6% | +2.8% | +6.3% |
| 3Y | +175.9% | -15.1% | +191.0% | +163.5% |
| 5Y | +98.4% | +22.9% | +75.5% | +64.6% |
| All | +304.3% | +874.1% | -569.7% | +130.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling