-29.8%
SYK vs DLTR
+19.6%
-49.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -12.3% | -9.4% | -2.9% | -10.3% |
| 30D | -22.4% | -7.3% | -15.1% | -21.1% |
| 3M | -12.3% | +7.6% | -19.9% | -12.9% |
| 6M | -24.3% | +1.6% | -25.9% | -24.3% |
| YTD | -22.8% | -3.5% | -19.2% | -22.4% |
| All | -29.8% | +19.6% | -49.4% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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