+2,594.3%
JCI vs DECK
+8,125.5%
-5,531.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +6.0% | -12.2% | -6.8% |
| 7D | -10.7% | +10.4% | -21.1% | -11.6% |
| 30D | -10.4% | +11.1% | -21.5% | -11.4% |
| 3M | -8.3% | -10.8% | +2.5% | -7.4% |
| 6M | -2.1% | -8.7% | +6.6% | -1.7% |
| YTD | +18.4% | -14.0% | +32.4% | +19.2% |
| 1Y | +27.7% | +12.0% | +15.6% | +25.2% |
| 3Y | +185.3% | -10.5% | +195.8% | +181.8% |
| 5Y | +108.8% | +28.5% | +80.3% | +97.5% |
| 10Y | +327.9% | +923.3% | -595.4% | +236.9% |
| All | +2,594.3% | +8,125.5% | -5,531.3% | +1,685.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling