+21.2%
SYK vs DECK
-13.4%
+34.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.6% | -2.6% |
| 7D | +11.7% | +5.8% | +5.9% | +10.7% |
| 30D | +18.3% | +7.9% | +10.5% | +17.0% |
| 3M | -3.1% | -11.4% | +8.3% | -1.4% |
| 6M | +12.1% | -16.6% | +28.7% | +14.9% |
| YTD | -6.5% | -16.4% | +9.9% | -4.6% |
| 1Y | -6.9% | +8.6% | -15.5% | -8.1% |
| 3Y | +21.2% | -15.1% | +36.4% | +30.1% |
| All | +21.2% | -13.4% | +34.6% | +30.1% |
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