-22.3%
SYK vs ROST
+54.0%
-76.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -8.3% | +0.9% | -9.3% | -8.5% |
| 30D | -10.1% | -8.9% | -1.2% | -8.5% |
| 3M | +0.9% | -0.8% | +1.7% | +1.3% |
| 6M | -20.2% | +8.5% | -28.7% | -21.5% |
| YTD | -13.3% | +28.6% | -41.9% | -18.1% |
| 1Y | -22.3% | +52.3% | -74.7% | -29.8% |
| All | -22.3% | +54.0% | -76.3% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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