+143.9%
DASH vs SYK
-1.3%
+145.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -8.8% | +3.5% | -1.6% |
| 7D | -11.2% | -12.9% | +1.7% | -5.9% |
| 30D | -7.3% | -18.5% | +11.1% | +0.8% |
| 3M | +31.4% | -8.1% | +39.5% | +35.1% |
| 6M | +11.9% | -23.8% | +35.6% | +25.2% |
| YTD | -11.5% | -20.9% | +9.4% | -3.2% |
| 1Y | -20.0% | -29.0% | +8.9% | -7.7% |
| 3Y | +143.9% | -1.7% | +145.6% | +127.3% |
| All | +143.9% | -1.3% | +145.2% | +127.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling