+6,155.3%
JPM vs DECK
+8,125.5%
-1,970.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.0% | -1.8% | +3.4% |
| 7D | +3.8% | +10.4% | -6.6% | +2.5% |
| 30D | +6.5% | +11.1% | -4.6% | +5.0% |
| 3M | -1.0% | -10.8% | +9.8% | +0.3% |
| 6M | +15.5% | -8.7% | +24.3% | +16.4% |
| YTD | +11.4% | -14.0% | +25.4% | +12.6% |
| 1Y | +16.1% | +12.0% | +4.0% | +13.3% |
| 3Y | +162.4% | -10.5% | +172.9% | +157.1% |
| 5Y | +136.9% | +28.5% | +108.4% | +118.0% |
| 10Y | +574.3% | +923.3% | -349.0% | +373.2% |
| All | +6,155.3% | +8,125.5% | -1,970.2% | +3,467.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling