+22,282.0%
SYK vs RRX
+3,748.6%
+18,533.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | 0.0% | -1.5% |
| 7D | -12.3% | -3.7% | -8.6% | -11.6% |
| 30D | -22.4% | -9.3% | -13.2% | -20.8% |
| 3M | -12.3% | -21.8% | +9.5% | -8.8% |
| 6M | -24.3% | -22.0% | -2.3% | -22.1% |
| YTD | -22.8% | +11.9% | -34.7% | -27.4% |
| 1Y | -28.8% | +11.6% | -40.4% | -33.4% |
| 3Y | -4.0% | +2.2% | -6.2% | -12.0% |
| 5Y | +3.8% | +14.9% | -11.0% | -9.0% |
| 10Y | +172.8% | +214.2% | -41.4% | +86.4% |
| All | +22,282.0% | +3,748.6% | +18,533.4% | +12,909.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling