-7.2%
SYK vs ROL
-1.4%
-5.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.0% | -2.0% |
| 7D | -12.3% | -3.2% | -9.1% | -11.3% |
| 30D | -22.4% | -6.6% | -15.8% | -20.7% |
| 3M | -12.3% | -27.3% | +15.0% | -3.1% |
| 6M | -24.3% | -38.1% | +13.8% | -12.1% |
| YTD | -22.8% | -41.8% | +19.0% | -9.2% |
| 1Y | -28.8% | -37.8% | +9.0% | -18.2% |
| All | -7.2% | -1.4% | -5.8% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 3y: compounded portfolio wealth divided by compounded ROL 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…
3y analysis · Full analysis span regression · 6 months rolling