+9,901.0%
SYK vs RIG
-42.0%
+9,943.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +2.2% |
| 7D | -9.1% | -3.1% | -6.0% | -8.8% |
| 30D | -20.6% | -0.5% | -20.1% | -20.6% |
| 3M | -9.6% | -6.0% | -3.6% | -9.3% |
| 6M | -19.9% | -10.1% | -9.7% | -19.6% |
| YTD | -21.2% | +37.3% | -58.5% | -24.4% |
| 1Y | -28.4% | +73.9% | -102.3% | -33.3% |
| 3Y | -5.3% | -30.2% | +24.8% | -6.2% |
| 5Y | +6.0% | +62.5% | -56.5% | -8.4% |
| 10Y | +178.4% | -42.3% | +220.7% | +121.8% |
| All | +9,901.0% | -42.0% | +9,943.1% | +6,985.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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