+22,282.0%
SYK vs DD
+927.4%
+21,354.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -25.2% |
| 1Y | -28.8% | +35.6% | -64.4% | -36.1% |
| 3Y | -4.0% | +42.5% | -46.5% | -17.0% |
| 5Y | +3.8% | +58.5% | -54.6% | -14.1% |
| 10Y | +172.8% | +65.7% | +107.1% | +111.0% |
| All | +22,282.0% | +927.4% | +21,354.6% | +8,321.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling