-22.7%
DASH vs SYK
-28.8%
+6.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.4% |
| 7D | -9.4% | -12.3% | +2.9% | -6.5% |
| 30D | -5.2% | -22.4% | +17.3% | +0.2% |
| 3M | +33.1% | -12.3% | +45.5% | +37.6% |
| 6M | +18.3% | -24.3% | +42.6% | +23.2% |
| YTD | -11.2% | -22.8% | +11.5% | -7.4% |
| All | -22.7% | -28.8% | +6.1% | -19.6% |
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