+5.0%
SYK vs RCAT
+186.5%
-181.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.9% |
| 7D | -12.3% | -5.4% | -6.9% | -12.3% |
| 30D | -22.4% | -24.2% | +1.8% | -22.2% |
| 3M | -12.3% | -25.8% | +13.5% | -12.1% |
| 6M | -24.3% | -44.9% | +20.6% | -24.0% |
| YTD | -22.8% | +1.9% | -24.7% | -23.7% |
| 1Y | -28.8% | -5.2% | -23.6% | -29.9% |
| 3Y | -4.0% | +759.6% | -763.6% | -12.7% |
| All | +5.0% | +186.5% | -181.5% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling