-7.2%
SYK vs RBA
+25.0%
-32.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | -12.3% | -3.3% | -9.1% | -11.6% |
| 30D | -22.4% | -9.8% | -12.7% | -20.7% |
| 3M | -12.3% | -23.5% | +11.1% | -7.5% |
| 6M | -24.3% | -21.5% | -2.8% | -20.7% |
| YTD | -22.8% | -21.2% | -1.6% | -19.8% |
| 1Y | -28.8% | -30.2% | +1.4% | -23.7% |
| All | -7.2% | +25.0% | -32.3% | -14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling