+7.2%
SYK vs DLTR
+30.4%
-23.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.1% |
| 7D | -9.1% | -10.1% | +1.0% | -7.8% |
| 30D | -20.6% | -8.1% | -12.5% | -19.7% |
| 3M | -9.6% | +2.9% | -12.5% | -9.8% |
| 6M | -19.9% | +4.3% | -24.2% | -20.4% |
| YTD | -21.2% | -3.9% | -17.2% | -21.1% |
| 1Y | -28.4% | +18.9% | -47.3% | -30.1% |
| 3Y | -5.3% | +1.9% | -7.2% | -7.3% |
| All | +7.2% | +30.4% | -23.2% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling