+24.6%
SYY vs RIO
+51.7%
-27.1%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +0.3% | -0.9% | +1.2% | +0.4% |
| 30D | -4.8% | -9.1% | +4.3% | -3.8% |
| 3M | -7.1% | -13.7% | +6.6% | -5.6% |
| 6M | +6.8% | -24.3% | +31.1% | +10.3% |
| YTD | +7.7% | +8.9% | -1.2% | +5.0% |
| 1Y | +5.7% | +22.7% | -17.0% | +1.2% |
| 3Y | +24.6% | +51.2% | -26.6% | +12.3% |
| All | +24.6% | +51.7% | -27.1% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 3y: compounded portfolio wealth divided by compounded RIO 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…
3y analysis · Full analysis span regression · 6 months rolling