-7.2%
SYK vs ROP
-19.1%
+11.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | -12.3% | -8.0% | -4.3% | -9.5% |
| 30D | -22.4% | -2.7% | -19.7% | -21.6% |
| 3M | -12.3% | +16.6% | -28.9% | -16.9% |
| 6M | -24.3% | +10.4% | -34.7% | -27.0% |
| YTD | -22.8% | -12.1% | -10.7% | -18.9% |
| 1Y | -28.8% | -23.6% | -5.2% | -20.7% |
| All | -7.2% | -19.1% | +11.9% | -0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling