+95.5%
JNJ vs DECK
-12.4%
+107.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.5% |
| 7D | -1.0% | +6.0% | -7.1% | -1.0% |
| 30D | +6.9% | +7.4% | -0.6% | +7.0% |
| 3M | +6.2% | -11.7% | +17.9% | +6.0% |
| 6M | +22.0% | -11.0% | +33.0% | +21.9% |
| YTD | +33.7% | -15.4% | +49.1% | +33.5% |
| 1Y | +49.7% | +7.2% | +42.5% | +50.5% |
| All | +95.5% | -12.4% | +107.8% | +91.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling