+19.4%
SYY vs DRI
+68.4%
-49.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.8% |
| 7D | -0.2% | -4.8% | +4.6% | +1.5% |
| 30D | -2.7% | -3.9% | +1.2% | -1.5% |
| 3M | +5.9% | +5.1% | +0.8% | +3.6% |
| 6M | -2.3% | +5.5% | -7.8% | -4.9% |
| YTD | +13.1% | +16.5% | -3.4% | +5.5% |
| 1Y | +3.8% | +2.0% | +1.8% | +1.7% |
| 3Y | +26.7% | +54.5% | -27.8% | +0.2% |
| 5Y | +19.4% | +66.6% | -47.2% | -11.3% |
| All | +19.4% | +68.4% | -49.0% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 5y: compounded portfolio wealth divided by compounded DRI 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…
5y analysis · Full analysis span regression · 6 months rolling