+5.0%
SYK vs RNG
-68.3%
+73.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -12.3% | -9.6% | -2.7% | -11.3% |
| 30D | -22.4% | +8.8% | -31.3% | -23.2% |
| 3M | -12.3% | +78.6% | -91.0% | -18.2% |
| 6M | -24.3% | +70.3% | -94.6% | -29.6% |
| YTD | -22.8% | +140.3% | -163.1% | -31.8% |
| 1Y | -28.8% | +126.6% | -155.4% | -36.8% |
| 3Y | -4.0% | +120.2% | -124.2% | -17.2% |
| All | +5.0% | -68.3% | +73.3% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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