-22.3%
SYK vs RCAT
-2.3%
-20.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.6% |
| 7D | -8.3% | -1.4% | -6.9% | -8.4% |
| 30D | -10.1% | -3.3% | -6.7% | -10.1% |
| 3M | +0.9% | -43.2% | +44.1% | +0.1% |
| 6M | -20.2% | -43.2% | +23.0% | -20.6% |
| YTD | -13.3% | +5.5% | -18.8% | -13.5% |
| 1Y | -22.3% | -1.6% | -20.7% | -24.8% |
| All | -22.3% | -2.3% | -20.0% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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