-17.2%
DASH vs SYK
-4.2%
-13.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +9.4% | -1.0% | +5.0% |
| 7D | +17.2% | +11.7% | +5.4% | +12.6% |
| 30D | +3.6% | +19.1% | -15.5% | -2.3% |
| 3M | -1.9% | +1.4% | -3.3% | -4.0% |
| 6M | +15.1% | +17.4% | -2.4% | +10.0% |
| YTD | -12.3% | -2.5% | -9.8% | -14.5% |
| 1Y | -17.2% | -5.3% | -11.9% | -19.4% |
| All | -17.2% | -4.2% | -13.1% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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