+22,282.0%
SYK vs DTE
+3,444.9%
+18,837.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.4% |
| 7D | -12.3% | -2.0% | -10.3% | -11.6% |
| 30D | -22.4% | -2.4% | -20.0% | -21.7% |
| 3M | -12.3% | -7.3% | -5.0% | -9.5% |
| 6M | -24.3% | -7.6% | -16.7% | -21.8% |
| YTD | -22.8% | +5.8% | -28.6% | -24.9% |
| 1Y | -28.8% | +2.3% | -31.1% | -29.8% |
| 3Y | -4.0% | +45.0% | -49.0% | -19.7% |
| 5Y | +3.8% | +33.2% | -29.4% | -10.4% |
| 10Y | +172.8% | +141.4% | +31.4% | +82.9% |
| All | +22,282.0% | +3,444.9% | +18,837.1% | +5,545.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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