+18.1%
SYK vs RDW
+1.6%
+16.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.5% | -2.0% |
| 7D | -12.3% | +4.8% | -17.2% | -12.5% |
| 30D | -22.4% | -19.5% | -2.9% | -21.9% |
| 3M | -12.3% | -26.9% | +14.6% | -11.7% |
| 6M | -24.3% | +17.8% | -42.1% | -26.1% |
| YTD | -22.8% | +43.0% | -65.8% | -26.1% |
| 1Y | -28.8% | +32.1% | -60.9% | -32.1% |
| 3Y | -4.0% | +250.6% | -254.6% | -17.4% |
| 5Y | +3.8% | -6.6% | +10.5% | -10.4% |
| All | +18.1% | +1.6% | +16.5% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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