I have developed the habit of simply stating that a 21% return compared to a 10% benchmark return means that the outperformance was 10% (not 11%). So, treating the whole thing in a multiplicative way, as opposed to taking the differences.
Also, when I use standard deviations, I take them from the log returns. And then just have the result of that be the volatility of the investment/portfolio (without clarifying that it is the standard deviation of the log returns).
Together this gives me (variants of) Sharpe/information ratios. However, this is not how, say, Wikipedia defines such ratios (going off regular returns).
Is this an unconventional habit and/or am I doing it right?