+201.7%
JNJ vs DECK
+718.3%
-516.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.2% |
| 7D | +2.7% | -2.2% | +4.9% | +2.8% |
| 30D | +7.4% | -13.6% | +21.0% | +8.0% |
| 3M | +21.2% | -21.2% | +42.5% | +22.3% |
| 6M | +13.4% | -21.1% | +34.5% | +14.3% |
| YTD | +35.1% | -17.2% | +52.4% | +35.8% |
| 1Y | +57.4% | -30.7% | +88.2% | +59.3% |
| 3Y | +86.8% | -3.4% | +90.1% | +81.5% |
| 5Y | +80.8% | +25.5% | +55.3% | +70.3% |
| All | +201.7% | +718.3% | -516.6% | +153.3% |
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