-5.3%
SYK vs DG
+4.6%
-10.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-11 to 2026-09-11.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.9% |
| 7D | -9.1% | -6.5% | -2.6% | -8.5% |
| 30D | -20.6% | +4.2% | -24.8% | -20.9% |
| 3M | -9.6% | +9.5% | -19.1% | -10.2% |
| 6M | -19.9% | -13.1% | -6.7% | -19.5% |
| YTD | -21.2% | -4.8% | -16.3% | -21.1% |
| 1Y | -28.4% | +20.6% | -49.0% | -29.1% |
| 3Y | -5.3% | +4.9% | -10.3% | -9.1% |
| All | -5.3% | +4.6% | -10.0% | -9.1% |
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 2023-09-11 to 2026-09-11: 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…
2023-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling