+691.4%
SYK vs DLR
+3,536.4%
-2,845.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.4% |
| 7D | -12.3% | -1.3% | -11.0% | -12.0% |
| 30D | -22.4% | -2.9% | -19.6% | -21.9% |
| 3M | -12.3% | +3.2% | -15.6% | -13.4% |
| 6M | -24.3% | +3.9% | -28.2% | -25.5% |
| YTD | -22.8% | +21.4% | -44.2% | -27.4% |
| 1Y | -28.8% | +9.7% | -38.5% | -31.3% |
| 3Y | -4.0% | +56.5% | -60.5% | -17.7% |
| 5Y | +3.8% | +41.5% | -37.7% | -10.0% |
| 10Y | +172.8% | +171.3% | +1.5% | +95.8% |
| All | +691.4% | +3,536.4% | -2,845.0% | +186.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling