+168.6%
JCI vs DECK
-12.4%
+181.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.5% | -4.9% | -6.2% |
| 7D | -16.9% | +6.0% | -23.0% | -17.7% |
| 30D | -17.2% | +7.4% | -24.6% | -18.3% |
| 3M | -14.2% | -11.7% | -2.6% | -12.7% |
| 6M | -8.7% | -11.0% | +2.2% | -7.8% |
| YTD | +10.7% | -15.4% | +26.1% | +12.4% |
| 1Y | +9.7% | +7.2% | +2.5% | +6.3% |
| All | +168.6% | -12.4% | +181.0% | +178.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling