-5.1%
DASH vs SYK
+3.6%
-8.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -12.8% | -11.8% | -1.0% | -5.9% |
| 30D | -6.0% | -20.4% | +14.4% | +7.8% |
| 3M | +26.7% | -12.1% | +38.8% | +35.2% |
| 6M | +11.7% | -24.3% | +36.0% | +31.2% |
| YTD | -12.9% | -21.2% | +8.3% | -1.2% |
| 1Y | -23.1% | -29.2% | +6.1% | -6.5% |
| 3Y | +140.0% | -2.1% | +142.1% | +122.0% |
| 5Y | -5.1% | +4.7% | -9.8% | -24.8% |
| All | -5.1% | +3.6% | -8.6% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling