-28.5%
RIOT vs SYK
+3.4%
-31.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.0% | -3.1% | -3.5% |
| 7D | -0.9% | -12.3% | +11.4% | +9.7% |
| 30D | +3.5% | -22.4% | +26.0% | +26.3% |
| 3M | -13.0% | -12.3% | -0.7% | -8.5% |
| 6M | +43.1% | -24.3% | +67.4% | +72.9% |
| YTD | +65.4% | -22.8% | +88.1% | +91.6% |
| 1Y | +27.7% | -28.8% | +56.5% | +60.4% |
| 3Y | +91.3% | -4.0% | +95.3% | +59.3% |
| All | -28.5% | +3.4% | -31.9% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling