+3,396.7%
SYK vs RSG
+1,999.8%
+1,396.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.8% |
| 7D | -12.3% | -1.8% | -10.5% | -11.9% |
| 30D | -22.4% | +2.8% | -25.2% | -23.0% |
| 3M | -12.3% | +4.3% | -16.6% | -13.3% |
| 6M | -24.3% | -0.5% | -23.8% | -24.2% |
| YTD | -22.8% | +5.2% | -28.0% | -23.9% |
| 1Y | -28.8% | -2.1% | -26.6% | -28.5% |
| 3Y | -4.0% | +56.5% | -60.5% | -15.5% |
| 5Y | +3.8% | +89.5% | -85.7% | -13.2% |
| 10Y | +172.8% | +424.8% | -252.0% | +82.1% |
| All | +3,396.7% | +1,999.8% | +1,396.9% | +1,744.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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