+11.7%
DASH vs SYK
+36.2%
-24.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -3.7% |
| 7D | -10.6% | -8.3% | -2.2% | -5.8% |
| 30D | +2.2% | -10.1% | +12.2% | +8.6% |
| 3M | +32.3% | +0.9% | +31.4% | +29.8% |
| 6M | +19.1% | -20.2% | +39.3% | +35.0% |
| YTD | -6.5% | -13.3% | +6.8% | -0.1% |
| 1Y | -14.9% | -22.3% | +7.5% | -2.6% |
| 3Y | +151.9% | +9.7% | +142.2% | +120.1% |
| 5Y | +9.4% | +15.4% | -6.0% | -14.3% |
| All | +11.7% | +36.2% | -24.5% | -17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling