+578.1%
SYK vs DG
+551.9%
+26.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.7% |
| 7D | -12.3% | -6.3% | -6.0% | -11.3% |
| 30D | -22.4% | +2.4% | -24.9% | -22.8% |
| 3M | -12.3% | +12.4% | -24.8% | -14.2% |
| 6M | -24.3% | -14.9% | -9.4% | -22.4% |
| YTD | -22.8% | -6.1% | -16.7% | -22.3% |
| 1Y | -28.8% | +17.9% | -46.6% | -31.3% |
| 3Y | -4.0% | +3.1% | -7.1% | -8.4% |
| 5Y | +3.8% | -38.7% | +42.5% | +9.4% |
| 10Y | +172.8% | +99.6% | +73.2% | +120.0% |
| All | +578.1% | +551.9% | +26.2% | +300.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling