+1,195.4%
SYK vs RCAT
-100.0%
+1,295.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | -0.4% |
| 7D | -11.8% | -2.3% | -9.5% | -11.8% |
| 30D | -20.4% | -18.7% | -1.7% | -20.3% |
| 3M | -12.1% | -29.3% | +17.2% | -12.0% |
| 6M | -24.3% | -42.3% | +18.0% | -24.3% |
| YTD | -21.2% | +2.5% | -23.7% | -21.3% |
| 1Y | -29.2% | -5.7% | -23.5% | -29.2% |
| 3Y | -2.1% | +764.9% | -767.0% | -2.6% |
| 5Y | +4.7% | +182.3% | -177.5% | +4.3% |
| 10Y | +178.2% | -98.5% | +276.7% | +176.1% |
| All | +1,195.4% | -100.0% | +1,295.4% | +1,279.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling