+7,905.2%
SYK vs DAR
+1,828.9%
+6,076.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | -11.8% | -0.2% | -11.6% | -11.8% |
| 30D | -20.4% | +7.4% | -27.8% | -20.7% |
| 3M | -12.1% | +15.7% | -27.7% | -12.9% |
| 6M | -24.3% | +30.0% | -54.4% | -25.6% |
| YTD | -21.2% | +87.5% | -108.8% | -24.1% |
| 1Y | -29.2% | +113.4% | -142.5% | -32.3% |
| 3Y | -2.1% | +15.3% | -17.4% | -4.0% |
| 5Y | +4.7% | -4.3% | +9.1% | +3.2% |
| 10Y | +178.2% | +380.2% | -201.9% | +154.0% |
| All | +7,905.2% | +1,828.9% | +6,076.3% | +7,133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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