-22.3%
SYK vs DG
+23.4%
-45.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.9% |
| 7D | -8.3% | +8.4% | -16.7% | -9.9% |
| 30D | -10.1% | +4.9% | -15.0% | -11.0% |
| 3M | +0.9% | +29.3% | -28.4% | -3.8% |
| 6M | -20.2% | -11.3% | -8.9% | -20.2% |
| YTD | -13.3% | +1.8% | -15.0% | -14.4% |
| 1Y | -22.3% | +25.3% | -47.7% | -25.6% |
| All | -22.3% | +23.4% | -45.8% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling