+22,282.0%
SYK vs DE
+14,511.5%
+7,770.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -12.3% | -2.4% | -10.0% | -11.7% |
| 30D | -22.4% | +9.7% | -32.2% | -24.5% |
| 3M | -12.3% | +21.4% | -33.7% | -17.2% |
| 6M | -24.3% | +15.0% | -39.3% | -27.7% |
| YTD | -22.8% | +46.4% | -69.2% | -31.2% |
| 1Y | -28.8% | +45.6% | -74.4% | -36.5% |
| 3Y | -4.0% | +76.8% | -80.7% | -20.0% |
| 5Y | +3.8% | +99.4% | -95.6% | -17.8% |
| 10Y | +172.8% | +864.6% | -691.8% | +40.9% |
| All | +22,282.0% | +14,511.5% | +7,770.5% | +5,461.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling