+167.6%
SYK vs RL
+308.3%
-140.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -12.3% | -2.2% | -10.1% | -11.8% |
| 30D | -22.4% | -15.3% | -7.1% | -19.0% |
| 3M | -12.3% | -10.3% | -2.0% | -10.0% |
| 6M | -24.3% | -2.2% | -22.1% | -24.6% |
| YTD | -22.8% | -4.3% | -18.5% | -22.8% |
| 1Y | -28.8% | +8.9% | -37.6% | -31.5% |
| 3Y | -4.0% | +201.4% | -205.4% | -33.4% |
| 5Y | +3.8% | +230.6% | -226.7% | -31.9% |
| All | +167.6% | +308.3% | -140.8% | +55.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling