+261.3%
SYY vs RNG
+305.9%
-44.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.2% |
| 7D | -0.2% | -4.1% | +3.8% | 0.0% |
| 30D | -2.7% | +8.6% | -11.4% | -3.4% |
| 3M | +5.9% | +78.0% | -72.1% | +1.0% |
| 6M | -2.3% | +67.0% | -69.4% | -6.9% |
| YTD | +13.1% | +142.4% | -129.3% | +4.0% |
| 1Y | +3.8% | +120.4% | -116.7% | -4.1% |
| 3Y | +26.7% | +122.1% | -95.4% | +14.8% |
| 5Y | +19.4% | -69.8% | +89.3% | +22.4% |
| 10Y | +112.0% | +223.4% | -111.4% | +73.8% |
| All | +261.3% | +305.9% | -44.5% | +189.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling