+1,174.5%
SYY vs RBA
+4,118.8%
-2,944.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | +4.7% | +3.2% | +1.5% | +4.2% |
| 30D | -0.7% | +12.0% | -12.7% | -2.8% |
| 3M | -6.8% | +2.9% | -9.7% | -7.5% |
| 6M | +8.6% | -6.3% | +14.9% | +9.1% |
| YTD | +8.4% | -5.9% | +14.3% | +8.3% |
| 1Y | +7.1% | -3.9% | +11.0% | +6.5% |
| 3Y | +25.2% | +64.9% | -39.7% | +11.6% |
| 5Y | +13.0% | +48.5% | -35.5% | +0.8% |
| 10Y | +88.9% | +211.8% | -122.9% | +45.1% |
| All | +1,174.5% | +4,118.8% | -2,944.4% | +635.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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