+10,999.9%
SYK vs DECK
+7,820.9%
+3,178.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.1% | -1.7% |
| 7D | -8.3% | -2.2% | -6.1% | -8.2% |
| 30D | -10.1% | -13.6% | +3.5% | -8.9% |
| 3M | +0.9% | -21.2% | +22.2% | +3.0% |
| 6M | -20.2% | -21.1% | +0.9% | -18.7% |
| YTD | -13.3% | -17.2% | +3.9% | -12.1% |
| 1Y | -22.3% | -30.7% | +8.4% | -20.3% |
| 3Y | +9.7% | -3.4% | +13.1% | +7.8% |
| 5Y | +15.4% | +25.5% | -10.1% | +9.9% |
| 10Y | +192.9% | +714.7% | -521.8% | +140.0% |
| All | +10,999.9% | +7,820.9% | +3,178.9% | +7,256.3% |
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