+28.4%
JD vs DECK
+885.7%
-857.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.5% | +4.8% | +3.6% |
| 7D | +11.7% | +6.0% | +5.7% | +10.2% |
| 30D | +8.1% | +7.4% | +0.6% | +6.2% |
| 3M | -12.0% | -11.7% | -0.3% | -9.6% |
| 6M | -3.5% | -11.0% | +7.5% | -1.7% |
| YTD | +3.3% | -15.4% | +18.7% | +5.5% |
| 1Y | -7.4% | +7.2% | -14.7% | -11.0% |
| 3Y | +16.6% | -11.8% | +28.4% | +8.6% |
| 5Y | -57.9% | +24.3% | -82.2% | -66.3% |
| All | +28.4% | +885.7% | -857.3% | -20.4% |
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 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