-12.1%
DASH vs SYK
-14.2%
+2.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -4.5% | -5.0% | +0.4% | -2.8% |
| 30D | -6.8% | +9.9% | -16.7% | -9.2% |
| 3M | -20.7% | -8.9% | -11.8% | -19.5% |
| 6M | +15.1% | +3.1% | +12.0% | +14.4% |
| YTD | -24.3% | -11.1% | -13.1% | -23.6% |
| 1Y | -12.1% | -16.2% | +4.0% | -14.8% |
| All | -12.1% | -14.2% | +2.0% | -14.8% |
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