-5.3%
SYK vs RCAT
+720.6%
-726.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.5% | +2.1% |
| 7D | -9.1% | -4.9% | -4.2% | -9.1% |
| 30D | -20.6% | -22.9% | +2.2% | -20.5% |
| 3M | -9.6% | -33.7% | +24.1% | -9.4% |
| 6M | -19.9% | -50.7% | +30.9% | -19.6% |
| YTD | -21.2% | +0.4% | -21.6% | -22.0% |
| 1Y | -28.4% | -27.6% | -0.8% | -29.0% |
| 3Y | -5.3% | +753.2% | -758.5% | -11.9% |
| All | -5.3% | +720.6% | -726.0% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling