+51.4%
JD vs DECK
+591.3%
-539.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.0% | -2.9% | +1.7% |
| 7D | +9.0% | +10.4% | -1.4% | +6.5% |
| 30D | +5.2% | +11.1% | -5.9% | +2.6% |
| 3M | -15.9% | -10.8% | -5.1% | -13.9% |
| 6M | -7.7% | -8.7% | +1.1% | -6.5% |
| YTD | +0.1% | -14.0% | +14.1% | +1.8% |
| 1Y | -9.7% | +12.0% | -21.8% | -14.1% |
| 3Y | +12.9% | -10.5% | +23.3% | +5.4% |
| 5Y | -60.6% | +28.5% | -89.1% | -68.1% |
| 10Y | +28.4% | +923.3% | -894.9% | -34.3% |
| All | +51.4% | +591.3% | -539.9% | -25.7% |
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