+167.6%
SYK vs DE
+867.0%
-699.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -12.3% | -2.4% | -10.0% | -11.6% |
| 30D | -22.4% | +9.7% | -32.2% | -25.1% |
| 3M | -12.3% | +21.4% | -33.7% | -18.6% |
| 6M | -24.3% | +15.0% | -39.3% | -28.7% |
| YTD | -22.8% | +46.4% | -69.2% | -34.0% |
| 1Y | -28.8% | +45.6% | -74.4% | -39.1% |
| 3Y | -4.0% | +76.8% | -80.7% | -25.5% |
| 5Y | +3.8% | +99.4% | -95.6% | -26.2% |
| All | +167.6% | +867.0% | -699.4% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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