+7.2%
SYK vs RBA
+39.4%
-32.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.8% | -1.7% | +1.2% |
| 7D | -9.1% | +0.1% | -9.2% | -9.1% |
| 30D | -20.6% | -2.9% | -17.7% | -20.1% |
| 3M | -9.6% | -20.9% | +11.3% | -5.1% |
| 6M | -19.9% | -17.7% | -2.2% | -16.7% |
| YTD | -21.2% | -18.2% | -3.0% | -18.4% |
| 1Y | -28.4% | -29.1% | +0.7% | -23.3% |
| 3Y | -5.3% | +29.5% | -34.9% | -13.3% |
| All | +7.2% | +39.4% | -32.2% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling