+54.3%
JD vs DECK
+565.7%
-511.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.5% |
| 7D | -1.7% | -2.2% | +0.6% | -1.2% |
| 30D | -13.2% | -13.6% | +0.4% | -10.3% |
| 3M | -3.2% | -21.2% | +18.1% | +1.8% |
| 6M | +15.2% | -21.1% | +36.3% | +20.5% |
| YTD | +2.0% | -17.2% | +19.2% | +4.7% |
| 1Y | -5.4% | -30.7% | +25.4% | +0.7% |
| 3Y | -9.1% | -3.4% | -5.8% | -17.5% |
| 5Y | -59.6% | +25.5% | -85.2% | -67.3% |
| 10Y | +26.2% | +714.7% | -688.4% | -32.2% |
| All | +54.3% | +565.7% | -511.4% | -23.5% |
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