-22.3%
SYK vs RL
+13.6%
-35.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -1.9% |
| 7D | -8.3% | -0.8% | -7.5% | -8.2% |
| 30D | -10.1% | -7.8% | -2.3% | -9.1% |
| 3M | +0.9% | -4.0% | +4.9% | +1.6% |
| 6M | -20.2% | -1.9% | -18.3% | -19.8% |
| YTD | -13.3% | -0.2% | -13.1% | -13.4% |
| 1Y | -22.3% | +10.7% | -33.0% | -23.6% |
| All | -22.3% | +13.6% | -35.9% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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