-5.3%
SYK vs DLR
+11.0%
-16.2%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.6% | +6.8% | +9.1% |
| 7D | +11.7% | +2.8% | +8.9% | +11.4% |
| 30D | +19.1% | +2.8% | +16.3% | +18.7% |
| 3M | +1.4% | -4.0% | +5.4% | +1.8% |
| 6M | +17.4% | -5.6% | +23.1% | +16.9% |
| YTD | -2.5% | +21.9% | -24.5% | -1.4% |
| 1Y | -5.3% | +13.0% | -18.3% | -6.2% |
| All | -5.3% | +11.0% | -16.2% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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