+23.6%
SYY vs RIO
+91.0%
-67.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | +3.9% | -3.2% | +7.2% | +4.5% |
| 30D | -1.7% | +0.9% | -2.7% | -2.0% |
| 3M | +5.2% | -1.4% | +6.6% | +5.3% |
| 6M | -0.2% | +10.9% | -11.1% | -2.7% |
| YTD | +15.4% | +31.2% | -15.8% | +8.6% |
| 1Y | +5.6% | +67.9% | -62.3% | -5.6% |
| 3Y | +28.9% | +88.8% | -59.9% | +11.0% |
| All | +23.6% | +91.0% | -67.5% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling