+75.3%
SAP vs DECK
+31.2%
+44.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.0% | -1.7% | +2.9% |
| 7D | +1.3% | +10.4% | -9.1% | -0.9% |
| 30D | +15.5% | +11.1% | +4.5% | +12.8% |
| 3M | +22.8% | -10.8% | +33.6% | +25.5% |
| 6M | +42.5% | -8.7% | +51.2% | +44.6% |
| YTD | +0.5% | -14.0% | +14.6% | +2.5% |
| 1Y | -5.9% | +12.0% | -18.0% | -9.9% |
| 3Y | +79.5% | -10.5% | +90.0% | +67.3% |
| 5Y | +75.3% | +28.5% | +46.8% | +33.5% |
| All | +75.3% | +31.2% | +44.1% | +33.5% |
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