+3,907.7%
SYY vs RIO
+4,806.4%
-898.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +0.3% | -0.9% | +1.2% | +0.5% |
| 30D | -4.8% | -9.1% | +4.3% | -3.2% |
| 3M | -7.1% | -13.7% | +6.6% | -4.8% |
| 6M | +6.8% | -24.3% | +31.1% | +11.6% |
| YTD | +7.7% | +8.9% | -1.2% | +5.2% |
| 1Y | +5.7% | +22.7% | -17.0% | +1.1% |
| 3Y | +24.6% | +51.2% | -26.6% | +13.8% |
| 5Y | +15.6% | +88.1% | -72.5% | +0.3% |
| 10Y | +87.9% | +352.3% | -264.4% | +40.3% |
| All | +3,907.7% | +4,806.4% | -898.6% | +1,760.8% |
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