+521.1%
JPM vs DECK
+874.1%
-353.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.6% |
| 7D | -0.8% | +5.8% | -6.5% | -2.0% |
| 30D | +1.5% | +7.9% | -6.4% | -0.3% |
| 3M | -5.7% | -11.4% | +5.7% | -3.3% |
| 6M | +7.2% | -16.6% | +23.8% | +10.8% |
| YTD | +5.8% | -16.4% | +22.2% | +8.3% |
| 1Y | +8.8% | +8.6% | +0.1% | +4.5% |
| 3Y | +147.4% | -15.1% | +162.5% | +135.3% |
| 5Y | +125.3% | +22.9% | +102.5% | +86.1% |
| All | +521.1% | +874.1% | -353.0% | +221.5% |
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