+82.7%
SAP vs DECK
-12.4%
+95.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.7% |
| 7D | +4.0% | +6.0% | -2.0% | +3.0% |
| 30D | +15.7% | +7.4% | +8.3% | +14.2% |
| 3M | +23.4% | -11.7% | +35.1% | +25.8% |
| 6M | +41.3% | -11.0% | +52.2% | +43.6% |
| YTD | +2.0% | -15.4% | +17.4% | +4.0% |
| 1Y | -5.1% | +7.2% | -12.3% | -7.5% |
| All | +82.7% | -12.4% | +95.1% | +80.7% |
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