+5.0%
SYK vs DD
+56.5%
-51.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | -12.3% | -2.9% | -9.4% | -11.6% |
| 30D | -22.4% | -11.5% | -10.9% | -19.6% |
| 3M | -12.3% | -5.4% | -6.9% | -11.1% |
| 6M | -24.3% | -6.9% | -17.4% | -23.3% |
| YTD | -22.8% | +6.9% | -29.6% | -25.6% |
| 1Y | -28.8% | +35.6% | -64.4% | -37.0% |
| 3Y | -4.0% | +42.5% | -46.5% | -19.0% |
| All | +5.0% | +56.5% | -51.5% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 5y: compounded portfolio wealth divided by compounded DD 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…
5y analysis · Full analysis span regression · 6 months rolling