+22,728.0%
SYK vs RVTY
+2,293.6%
+20,434.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.2% | +0.2% |
| 7D | -11.8% | -5.4% | -6.4% | -10.6% |
| 30D | -20.4% | +6.7% | -27.1% | -21.6% |
| 3M | -12.1% | +19.0% | -31.1% | -15.7% |
| 6M | -24.3% | +34.6% | -59.0% | -29.8% |
| YTD | -21.2% | +28.3% | -49.5% | -26.4% |
| 1Y | -29.2% | +46.0% | -75.2% | -36.0% |
| 3Y | -2.1% | +16.9% | -18.9% | -9.0% |
| 5Y | +4.7% | -32.9% | +37.7% | +9.4% |
| 10Y | +178.2% | +141.6% | +36.6% | +118.8% |
| All | +22,728.0% | +2,293.6% | +20,434.4% | +9,941.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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