+167.6%
SYK vs DRI
+348.7%
-181.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.6% |
| 7D | -12.3% | -4.8% | -7.5% | -10.7% |
| 30D | -22.4% | -5.2% | -17.3% | -20.9% |
| 3M | -12.3% | +2.7% | -15.1% | -13.2% |
| 6M | -24.3% | +3.6% | -27.9% | -25.5% |
| YTD | -22.8% | +15.4% | -38.2% | -27.1% |
| 1Y | -28.8% | +1.3% | -30.0% | -29.8% |
| 3Y | -4.0% | +53.1% | -57.1% | -20.7% |
| 5Y | +3.8% | +64.6% | -60.7% | -18.0% |
| All | +167.6% | +348.7% | -181.2% | +52.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling