+98.3%
JNJ vs DECK
-13.4%
+111.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.4% |
| 7D | +1.1% | +5.8% | -4.7% | +1.2% |
| 30D | +6.9% | +7.9% | -1.0% | +7.0% |
| 3M | +8.0% | -11.4% | +19.4% | +7.8% |
| 6M | +24.3% | -16.6% | +40.9% | +24.0% |
| YTD | +35.6% | -16.4% | +52.0% | +35.4% |
| 1Y | +51.1% | +8.6% | +42.4% | +52.0% |
| 3Y | +98.3% | -15.1% | +113.4% | +94.1% |
| All | +98.3% | -13.4% | +111.7% | +94.1% |
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