+5.6%
SYY vs RNG
+128.1%
-122.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +3.9% | -6.1% | +10.0% | +3.9% |
| 30D | -1.7% | +9.6% | -11.4% | -1.7% |
| 3M | +5.2% | +83.3% | -78.2% | +5.7% |
| 6M | -0.2% | +77.9% | -78.1% | 0.0% |
| YTD | +15.4% | +139.9% | -124.6% | +16.1% |
| 1Y | +5.6% | +121.7% | -116.1% | +5.1% |
| All | +5.6% | +128.1% | -122.5% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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