+6,185.1%
SYK vs DRI
+7,313.6%
-1,128.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | 0.0% |
| 7D | -11.8% | -4.8% | -7.0% | -10.6% |
| 30D | -20.4% | -3.9% | -16.4% | -19.6% |
| 3M | -12.1% | +5.1% | -17.1% | -13.2% |
| 6M | -24.3% | +5.5% | -29.8% | -25.5% |
| YTD | -21.2% | +16.5% | -37.7% | -24.5% |
| 1Y | -29.2% | +2.0% | -31.2% | -30.0% |
| 3Y | -2.1% | +54.5% | -56.6% | -14.1% |
| 5Y | +4.7% | +66.6% | -61.8% | -10.6% |
| 10Y | +178.2% | +353.6% | -175.4% | +77.9% |
| All | +6,185.1% | +7,313.6% | -1,128.5% | +2,337.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling