+6,318.6%
SYK vs ROP
+24,458.1%
-18,139.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | 0.0% |
| 7D | -11.8% | -6.1% | -5.7% | -10.3% |
| 30D | -20.4% | -3.4% | -17.0% | -19.7% |
| 3M | -12.1% | +16.7% | -28.8% | -15.4% |
| 6M | -24.3% | +8.1% | -32.4% | -25.9% |
| YTD | -21.2% | -11.7% | -9.5% | -19.2% |
| 1Y | -29.2% | -24.2% | -4.9% | -24.6% |
| 3Y | -2.1% | -19.0% | +16.9% | +2.3% |
| 5Y | +4.7% | -15.9% | +20.6% | +8.5% |
| 10Y | +178.2% | +135.7% | +42.6% | +131.9% |
| All | +6,318.6% | +24,458.1% | -18,139.5% | +2,553.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling