-5.3%
SYK vs RIO
+29.3%
-34.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.6% | +5.8% | +9.4% |
| 7D | +11.7% | -1.6% | +13.3% | +11.4% |
| 30D | +19.1% | -11.6% | +30.7% | +18.3% |
| 3M | +1.4% | -12.7% | +14.1% | +0.8% |
| 6M | +17.4% | -12.4% | +29.8% | +16.6% |
| YTD | -2.5% | +11.0% | -13.5% | -5.7% |
| 1Y | -5.3% | +30.8% | -36.1% | -10.8% |
| All | -5.3% | +29.3% | -34.6% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 1y: compounded portfolio wealth divided by compounded RIO 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…
1y analysis · Full analysis span regression · 6 months rolling