-7.2%
SYK vs RRX
+1.6%
-8.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | 0.0% | -1.8% |
| 7D | -12.3% | -3.7% | -8.6% | -12.1% |
| 30D | -22.4% | -9.3% | -13.2% | -21.9% |
| 3M | -12.3% | -21.8% | +9.5% | -11.4% |
| 6M | -24.3% | -22.0% | -2.3% | -23.9% |
| YTD | -22.8% | +11.9% | -34.7% | -26.0% |
| 1Y | -28.8% | +11.6% | -40.4% | -32.0% |
| All | -7.2% | +1.6% | -8.9% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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