-22.3%
SYK vs DECK
-30.4%
+8.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.1% | -1.9% |
| 7D | -8.3% | -2.2% | -6.1% | -7.9% |
| 30D | -10.1% | -13.6% | +3.5% | -7.7% |
| 3M | +0.9% | -21.2% | +22.2% | +4.9% |
| 6M | -20.2% | -21.1% | +0.9% | -17.2% |
| YTD | -13.3% | -17.2% | +3.9% | -10.9% |
| 1Y | -22.3% | -30.7% | +8.4% | -19.5% |
| All | -22.3% | -30.4% | +8.1% | -19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling