+149.5%
JPM vs DECK
-12.4%
+161.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -4.0% |
| 7D | -1.8% | +6.0% | -7.8% | -2.6% |
| 30D | +1.8% | +7.4% | -5.6% | +0.8% |
| 3M | -5.6% | -11.7% | +6.0% | -4.2% |
| 6M | +10.1% | -11.0% | +21.0% | +11.1% |
| YTD | +6.7% | -15.4% | +22.1% | +8.0% |
| 1Y | +10.3% | +7.2% | +3.1% | +8.0% |
| All | +149.5% | -12.4% | +161.9% | +160.3% |
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