+167.6%
SYK vs RY
+377.5%
-209.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.7% |
| 7D | -12.3% | -2.9% | -9.5% | -10.6% |
| 30D | -22.4% | -2.0% | -20.4% | -21.5% |
| 3M | -12.3% | +4.9% | -17.2% | -15.6% |
| 6M | -24.3% | +26.1% | -50.4% | -35.8% |
| YTD | -22.8% | +22.4% | -45.1% | -33.4% |
| 1Y | -28.8% | +44.7% | -73.5% | -45.5% |
| 3Y | -4.0% | +155.7% | -159.6% | -52.3% |
| 5Y | +3.8% | +137.7% | -133.8% | -46.0% |
| All | +167.6% | +377.5% | -209.9% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling