+7,861.7%
SYK vs O
+5,237.2%
+2,624.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -12.3% | -3.5% | -8.8% | -11.3% |
| 30D | -22.4% | -3.3% | -19.1% | -21.6% |
| 3M | -12.3% | -2.8% | -9.5% | -11.4% |
| 6M | -24.3% | -5.8% | -18.5% | -22.8% |
| YTD | -22.8% | +9.4% | -32.2% | -25.1% |
| 1Y | -28.8% | +5.7% | -34.5% | -30.2% |
| 3Y | -4.0% | +27.2% | -31.2% | -12.3% |
| 5Y | +3.8% | +17.2% | -13.3% | -2.6% |
| 10Y | +172.8% | +53.9% | +118.9% | +129.5% |
| All | +7,861.7% | +5,237.2% | +2,624.5% | +2,614.4% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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