+2,504.2%
SAP vs DECK
+19,052.0%
-16,547.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.0% | -1.7% | +3.6% |
| 7D | +1.3% | +10.4% | -9.1% | +0.2% |
| 30D | +15.5% | +11.1% | +4.5% | +14.2% |
| 3M | +22.8% | -10.8% | +33.6% | +24.2% |
| 6M | +42.5% | -8.7% | +51.2% | +43.6% |
| YTD | +0.5% | -14.0% | +14.6% | +1.6% |
| 1Y | -5.9% | +12.0% | -18.0% | -7.8% |
| 3Y | +79.5% | -10.5% | +90.0% | +77.2% |
| 5Y | +75.3% | +28.5% | +46.8% | +64.6% |
| 10Y | +228.9% | +923.3% | -694.4% | +146.7% |
| All | +2,504.2% | +19,052.0% | -16,547.8% | +1,249.0% |
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