+62.4%
SAP vs DECK
-3.0%
+65.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.4% | -1.1% |
| 7D | -2.9% | -2.2% | -0.7% | -2.5% |
| 30D | +9.0% | -13.6% | +22.6% | +11.6% |
| 3M | +14.9% | -21.2% | +36.2% | +19.4% |
| 6M | +11.9% | -21.1% | +33.0% | +15.9% |
| YTD | -9.9% | -17.2% | +7.3% | -7.8% |
| 1Y | -19.5% | -30.7% | +11.2% | -15.6% |
| All | +62.4% | -3.0% | +65.4% | +64.7% |
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