+2,194.5%
SYY vs DRI
+8,033.5%
-5,839.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.8% |
| 7D | +1.3% | -0.3% | +1.7% | +1.4% |
| 30D | -3.5% | +10.8% | -14.4% | -6.5% |
| 3M | -9.3% | +0.9% | -10.2% | -9.7% |
| 6M | +5.9% | +16.3% | -10.4% | +0.7% |
| YTD | +6.5% | +27.8% | -21.3% | -2.1% |
| 1Y | +4.0% | +33.9% | -29.8% | -5.8% |
| 3Y | +23.0% | +67.2% | -44.2% | +2.1% |
| 5Y | +14.3% | +79.0% | -64.6% | -7.7% |
| 10Y | +85.8% | +332.2% | -246.4% | +14.0% |
| All | +2,194.5% | +8,033.5% | -5,839.0% | +650.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling