+127.3%
JPM vs DECK
+25.8%
+101.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -3.9% |
| 7D | -1.8% | +6.0% | -7.8% | -2.8% |
| 30D | +1.8% | +7.4% | -5.6% | +0.6% |
| 3M | -5.6% | -11.7% | +6.0% | -3.8% |
| 6M | +10.1% | -11.0% | +21.0% | +11.5% |
| YTD | +6.7% | -15.4% | +22.1% | +8.4% |
| 1Y | +10.3% | +7.2% | +3.1% | +7.3% |
| 3Y | +151.4% | -11.8% | +163.2% | +138.0% |
| 5Y | +127.3% | +24.3% | +102.9% | +82.9% |
| All | +127.3% | +25.8% | +101.5% | +82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling