+3,812.4%
SYK vs RL
+1,301.1%
+2,511.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +3.0% | +0.3% |
| 7D | -11.8% | -0.3% | -11.5% | -11.8% |
| 30D | -20.4% | -17.5% | -2.8% | -17.1% |
| 3M | -12.1% | -14.0% | +1.9% | -9.4% |
| 6M | -24.3% | -2.0% | -22.4% | -24.6% |
| YTD | -21.2% | -4.6% | -16.6% | -21.2% |
| 1Y | -29.2% | +9.5% | -38.7% | -31.3% |
| 3Y | -2.1% | +200.5% | -202.5% | -25.3% |
| 5Y | +4.7% | +226.3% | -221.5% | -22.9% |
| 10Y | +178.2% | +304.8% | -126.5% | +86.0% |
| All | +3,812.4% | +1,301.1% | +2,511.3% | +1,927.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling