+5.0%
SYK vs RIO
+90.0%
-84.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | -1.2% |
| 7D | -12.3% | -3.4% | -9.0% | -11.8% |
| 30D | -22.4% | +0.6% | -23.0% | -22.6% |
| 3M | -12.3% | +2.5% | -14.9% | -12.9% |
| 6M | -24.3% | +10.8% | -35.1% | -26.3% |
| YTD | -22.8% | +30.5% | -53.2% | -27.8% |
| 1Y | -28.8% | +68.1% | -96.9% | -37.2% |
| 3Y | -4.0% | +94.0% | -98.0% | -19.6% |
| All | +5.0% | +90.0% | -84.9% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling