+22,728.0%
SYK vs RRC
+1,194.1%
+21,533.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -11.8% | -1.7% | -10.0% | -11.7% |
| 30D | -20.4% | +3.6% | -24.0% | -20.6% |
| 3M | -12.1% | +8.8% | -20.9% | -12.6% |
| 6M | -24.3% | +0.8% | -25.1% | -24.5% |
| YTD | -21.2% | +19.0% | -40.2% | -22.4% |
| 1Y | -29.2% | +22.9% | -52.1% | -30.4% |
| 3Y | -2.1% | +32.3% | -34.4% | -4.9% |
| 5Y | +4.7% | +151.6% | -146.8% | -4.2% |
| 10Y | +178.2% | +5.5% | +172.7% | +150.2% |
| All | +22,728.0% | +1,194.1% | +21,533.8% | +17,683.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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