+5.7%
SYY vs RL
+15.3%
-9.6%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | +0.3% | +2.6% | -2.3% | -0.2% |
| 30D | -4.8% | +2.9% | -7.7% | -5.2% |
| 3M | -7.1% | 0.0% | -7.1% | -7.1% |
| 6M | +6.8% | +17.1% | -10.3% | +3.6% |
| YTD | +7.7% | +10.1% | -2.5% | +4.7% |
| 1Y | +5.7% | +17.3% | -11.6% | +1.7% |
| All | +5.7% | +15.3% | -9.6% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling