+221.6%
JNJ vs DECK
+753.0%
-531.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.7% |
| 7D | +3.5% | +0.1% | +3.3% | +3.4% |
| 30D | +12.5% | +4.8% | +7.7% | +12.3% |
| 3M | +9.6% | -6.9% | +16.5% | +9.8% |
| 6M | +25.3% | -7.6% | +32.9% | +25.6% |
| YTD | +40.3% | -16.3% | +56.6% | +40.9% |
| 1Y | +49.6% | +4.5% | +45.2% | +48.9% |
| 3Y | +110.8% | -17.1% | +127.9% | +107.2% |
| 5Y | +99.1% | +21.9% | +77.2% | +88.3% |
| All | +221.6% | +753.0% | -531.3% | +165.5% |
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 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