+471.6%
RIOT vs SYK
+173.6%
+298.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.0% | -3.1% | -3.7% |
| 7D | -0.9% | -12.3% | +11.4% | +8.3% |
| 30D | +3.5% | -22.4% | +26.0% | +22.9% |
| 3M | -13.0% | -12.3% | -0.7% | -8.3% |
| 6M | +43.1% | -24.3% | +67.4% | +67.6% |
| YTD | +65.4% | -22.8% | +88.1% | +88.1% |
| 1Y | +27.7% | -28.8% | +56.5% | +54.1% |
| 3Y | +91.3% | -4.0% | +95.3% | +78.8% |
| 5Y | -29.3% | +3.8% | -33.1% | -36.3% |
| All | +471.6% | +173.6% | +298.0% | +305.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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