+1,098.4%
DIA vs SYK
+3,565.4%
-2,467.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.3% | 0.0% |
| 7D | -3.0% | -12.3% | +9.3% | +1.3% |
| 30D | -3.0% | -22.4% | +19.4% | +5.6% |
| 3M | +4.5% | -12.3% | +16.8% | +8.3% |
| 6M | +9.8% | -24.3% | +34.1% | +19.3% |
| YTD | +9.3% | -22.8% | +32.1% | +17.7% |
| 1Y | +16.0% | -28.8% | +44.7% | +28.3% |
| 3Y | +57.7% | -4.0% | +61.7% | +55.5% |
| 5Y | +63.8% | +3.8% | +59.9% | +54.6% |
| 10Y | +248.8% | +172.8% | +76.0% | +133.9% |
| All | +1,098.4% | +3,565.4% | -2,467.0% | +294.6% |
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 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