+87.8%
SYK vs DBX
+20.9%
+66.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.2% |
| 7D | -12.3% | -1.8% | -10.5% | -12.0% |
| 30D | -22.4% | +2.8% | -25.3% | -23.0% |
| 3M | -12.3% | +26.8% | -39.1% | -16.9% |
| 6M | -24.3% | +32.8% | -57.1% | -29.5% |
| YTD | -22.8% | +26.1% | -48.8% | -27.3% |
| 1Y | -28.8% | +14.1% | -42.9% | -31.7% |
| 3Y | -4.0% | +25.7% | -29.7% | -12.2% |
| 5Y | +3.8% | +11.2% | -7.3% | -4.8% |
| All | +87.8% | +20.9% | +66.9% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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