+23.6%
SYY vs RRX
+17.8%
+5.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +0.6% |
| 7D | +3.9% | -0.3% | +4.3% | +4.0% |
| 30D | -1.7% | -6.1% | +4.4% | -0.9% |
| 3M | +5.2% | -23.1% | +28.2% | +8.3% |
| 6M | -0.2% | -19.5% | +19.3% | +1.2% |
| YTD | +15.4% | +16.1% | -0.7% | +9.4% |
| 1Y | +5.6% | +12.9% | -7.3% | +0.2% |
| 3Y | +28.9% | +7.9% | +20.9% | +19.9% |
| All | +23.6% | +17.8% | +5.7% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 5y: compounded portfolio wealth divided by compounded RRX 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…
5y analysis · Full analysis span regression · 6 months rolling