-22.3%
SYK vs DT
+4.0%
-26.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.5% |
| 7D | -8.3% | -3.3% | -5.0% | -8.2% |
| 30D | -10.1% | +2.0% | -12.1% | -10.2% |
| 3M | +0.9% | +20.0% | -19.1% | -0.2% |
| 6M | -20.2% | +39.3% | -59.5% | -21.4% |
| YTD | -13.3% | +19.8% | -33.0% | -12.7% |
| 1Y | -22.3% | +4.3% | -26.6% | -20.6% |
| All | -22.3% | +4.0% | -26.4% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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