-29.8%
SYK vs RBA
-30.3%
+0.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.8% |
| 7D | -12.3% | -3.3% | -9.1% | -11.8% |
| 30D | -22.4% | -9.8% | -12.7% | -21.3% |
| 3M | -12.3% | -23.5% | +11.1% | -9.2% |
| 6M | -24.3% | -21.5% | -2.8% | -22.0% |
| YTD | -22.8% | -21.2% | -1.6% | -21.8% |
| All | -29.8% | -30.3% | +0.4% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling