+87.5%
SYY vs RL
+347.1%
-259.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.4% |
| 7D | 0.0% | -4.4% | +4.4% | +1.4% |
| 30D | -2.2% | +5.6% | -7.8% | -4.1% |
| 3M | -8.0% | -0.6% | -7.4% | -8.1% |
| 6M | +7.5% | +15.5% | -8.0% | +1.4% |
| YTD | +7.4% | +12.3% | -4.9% | +1.5% |
| 1Y | +4.9% | +19.3% | -14.4% | -3.1% |
| 3Y | +24.1% | +255.5% | -231.4% | -27.6% |
| 5Y | +13.4% | +247.1% | -233.7% | -35.7% |
| 10Y | +87.5% | +346.0% | -258.5% | -12.5% |
| All | +87.5% | +347.1% | -259.6% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling