+5.0%
SYK vs ROK
+44.7%
-39.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.8% | -1.7% |
| 7D | -12.3% | -1.6% | -10.7% | -12.0% |
| 30D | -22.4% | -5.4% | -17.0% | -21.4% |
| 3M | -12.3% | -4.0% | -8.4% | -11.9% |
| 6M | -24.3% | +13.3% | -37.6% | -27.5% |
| YTD | -22.8% | +9.3% | -32.1% | -25.7% |
| 1Y | -28.8% | +25.8% | -54.6% | -34.3% |
| 3Y | -4.0% | +49.1% | -53.1% | -18.7% |
| All | +5.0% | +44.7% | -39.7% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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