+22,282.0%
SYK vs ROST
+68,731.7%
-46,449.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.0% | -2.0% |
| 7D | -12.3% | -2.5% | -9.8% | -11.9% |
| 30D | -22.4% | -10.3% | -12.2% | -20.7% |
| 3M | -12.3% | -2.6% | -9.8% | -12.0% |
| 6M | -24.3% | +6.5% | -30.8% | -25.6% |
| YTD | -22.8% | +25.9% | -48.7% | -26.8% |
| 1Y | -28.8% | +52.3% | -81.1% | -35.2% |
| 3Y | -4.0% | +94.6% | -98.5% | -17.8% |
| 5Y | +3.8% | +111.1% | -107.3% | -14.0% |
| 10Y | +172.8% | +308.9% | -136.1% | +96.7% |
| All | +22,282.0% | +68,731.7% | -46,449.7% | +5,831.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling