+106.6%
RIOT vs SYK
-4.6%
+111.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.0% | -3.1% | -4.4% |
| 7D | -0.9% | -12.3% | +11.4% | +3.3% |
| 30D | +3.5% | -22.4% | +26.0% | +12.7% |
| 3M | -13.0% | -12.3% | -0.7% | -11.6% |
| 6M | +43.1% | -24.3% | +67.4% | +59.4% |
| YTD | +65.4% | -22.8% | +88.1% | +79.5% |
| 1Y | +27.7% | -28.8% | +56.5% | +46.9% |
| All | +106.6% | -4.6% | +111.2% | +114.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling