+2,671.0%
JCI vs DECK
+7,820.9%
-5,149.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.4% | +1.8% |
| 7D | +3.8% | -2.2% | +6.1% | +4.1% |
| 30D | -5.7% | -13.6% | +7.9% | -4.4% |
| 3M | -1.4% | -21.2% | +19.8% | +0.7% |
| 6M | +4.1% | -21.1% | +25.2% | +6.2% |
| YTD | +21.7% | -17.2% | +39.0% | +23.3% |
| 1Y | +36.1% | -30.7% | +66.9% | +39.8% |
| 3Y | +154.4% | -3.4% | +157.8% | +149.3% |
| 5Y | +112.0% | +25.5% | +86.5% | +101.1% |
| 10Y | +322.2% | +714.7% | -392.4% | +238.5% |
| All | +2,671.0% | +7,820.9% | -5,149.9% | +1,746.0% |
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 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