+244.3%
DIA vs SYK
+173.6%
+70.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.3% | +0.2% |
| 7D | -3.0% | -12.3% | +9.3% | +2.2% |
| 30D | -3.0% | -22.4% | +19.4% | +7.5% |
| 3M | +4.5% | -12.3% | +16.8% | +8.9% |
| 6M | +9.8% | -24.3% | +34.1% | +21.5% |
| YTD | +9.3% | -22.8% | +32.1% | +19.6% |
| 1Y | +16.0% | -28.8% | +44.7% | +31.3% |
| 3Y | +57.7% | -4.0% | +61.7% | +53.3% |
| 5Y | +63.8% | +3.8% | +59.9% | +49.5% |
| All | +244.3% | +173.6% | +70.7% | +116.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling