-27.0%
RKT vs SYK
+53.2%
-80.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -0.8% |
| 7D | -7.2% | -12.3% | +5.1% | -0.9% |
| 30D | -7.9% | -22.4% | +14.6% | +4.8% |
| 3M | +5.2% | -12.3% | +17.5% | +11.2% |
| 6M | -14.9% | -24.3% | +9.4% | -2.6% |
| YTD | -31.9% | -22.8% | -9.1% | -23.6% |
| 1Y | -36.9% | -28.8% | -8.1% | -25.7% |
| 3Y | +35.7% | -4.0% | +39.7% | +28.1% |
| 5Y | -9.7% | +3.8% | -13.5% | -23.5% |
| All | -27.0% | +53.2% | -80.2% | -57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling