+66.6%
DVN vs SYK
+173.6%
-107.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.1% | +3.2% |
| 7D | +2.5% | -12.3% | +14.9% | +10.0% |
| 30D | +10.2% | -22.4% | +32.6% | +26.4% |
| 3M | +8.1% | -12.3% | +20.4% | +13.8% |
| 6M | +15.9% | -24.3% | +40.2% | +31.7% |
| YTD | +38.2% | -22.8% | +61.0% | +54.0% |
| 1Y | +44.5% | -28.8% | +73.3% | +68.9% |
| 3Y | +5.1% | -4.0% | +9.1% | -3.2% |
| 5Y | +124.3% | +3.8% | +120.5% | +87.6% |
| All | +66.6% | +173.6% | -107.0% | -11.4% |
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