+4,031.6%
SYY vs RIO
+6,008.3%
-1,976.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.3% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -4.9% | +4.0% | -8.9% | -5.6% |
| 3M | +8.4% | +0.1% | +8.2% | +8.1% |
| 6M | -7.4% | +12.7% | -20.1% | -9.8% |
| YTD | +11.0% | +35.6% | -24.6% | +4.5% |
| 1Y | -0.2% | +73.7% | -73.9% | -10.3% |
| 3Y | +23.8% | +93.3% | -69.5% | +8.3% |
| 5Y | +18.1% | +92.4% | -74.3% | +2.0% |
| 10Y | +94.6% | +606.9% | -512.4% | +35.3% |
| All | +4,031.6% | +6,008.3% | -1,976.6% | +1,747.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling