+27.5%
SYY vs RNG
+120.1%
-92.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +0.9% |
| 7D | +1.5% | -9.6% | +11.1% | +1.9% |
| 30D | -2.3% | +8.8% | -11.1% | -2.7% |
| 3M | +5.5% | +78.6% | -73.1% | +2.8% |
| 6M | -1.0% | +70.3% | -71.2% | -3.7% |
| YTD | +14.1% | +140.3% | -126.2% | +8.3% |
| 1Y | +5.6% | +126.6% | -121.1% | +0.4% |
| All | +27.5% | +120.1% | -92.7% | +16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling