+36.6%
SYK vs DT
+101.6%
-65.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.3% |
| 7D | -12.3% | -2.5% | -9.8% | -11.8% |
| 30D | -22.4% | +3.5% | -26.0% | -23.1% |
| 3M | -12.3% | +26.7% | -39.1% | -17.3% |
| 6M | -24.3% | +36.1% | -60.4% | -30.5% |
| YTD | -22.8% | +18.6% | -41.4% | -27.0% |
| 1Y | -28.8% | +7.9% | -36.7% | -31.3% |
| 3Y | -4.0% | +8.6% | -12.5% | -9.5% |
| 5Y | +3.8% | -26.7% | +30.5% | +2.6% |
| All | +36.6% | +101.6% | -65.0% | -8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling