-22.3%
SYK vs ROP
-21.5%
-0.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | -0.5% |
| 7D | -8.3% | -4.4% | -3.9% | -7.1% |
| 30D | -10.1% | +3.2% | -13.3% | -10.9% |
| 3M | +0.9% | +23.1% | -22.2% | -4.2% |
| 6M | -20.2% | +13.3% | -33.5% | -23.3% |
| YTD | -13.3% | -7.9% | -5.4% | -12.5% |
| 1Y | -22.3% | -22.1% | -0.3% | -16.8% |
| All | -22.3% | -21.5% | -0.9% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling