-18.2%
SYK vs RBRK
+130.3%
-148.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -12.3% | -3.5% | -8.8% | -12.2% |
| 30D | -22.4% | -8.3% | -14.2% | -22.3% |
| 3M | -12.3% | +24.7% | -37.0% | -13.7% |
| 6M | -24.3% | +58.9% | -83.2% | -26.9% |
| YTD | -22.8% | +16.3% | -39.0% | -23.7% |
| 1Y | -28.8% | +10.1% | -38.9% | -29.6% |
| All | -18.2% | +130.3% | -148.5% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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