-22.3%
SYK vs DRI
+6.9%
-29.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.4% |
| 7D | -8.3% | +0.6% | -8.9% | -8.5% |
| 30D | -10.1% | +3.8% | -13.9% | -11.0% |
| 3M | +0.9% | +13.0% | -12.1% | -1.9% |
| 6M | -20.2% | +8.3% | -28.5% | -22.0% |
| YTD | -13.3% | +20.6% | -33.9% | -16.4% |
| 1Y | -22.3% | +6.5% | -28.8% | -25.9% |
| All | -22.3% | +6.9% | -29.3% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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