+212.9%
SYK vs DECK
+938.4%
-725.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -1.0% |
| 7D | +6.2% | +6.4% | -0.2% | +4.7% |
| 30D | +17.5% | +9.1% | +8.4% | +15.2% |
| 3M | -3.6% | -7.2% | +3.6% | -2.1% |
| 6M | +14.8% | -9.9% | +24.7% | +17.1% |
| YTD | -6.5% | -12.8% | +6.2% | -4.7% |
| 1Y | -7.5% | +10.6% | -18.1% | -10.7% |
| 3Y | +23.9% | -13.8% | +37.7% | +18.4% |
| 5Y | +24.8% | +27.6% | -2.8% | +4.0% |
| 10Y | +212.9% | +887.0% | -674.1% | +86.0% |
| All | +212.9% | +938.4% | -725.5% | +86.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling