+5.6%
SYY vs RVMD
+375.0%
-369.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | +3.9% | -3.0% | +6.9% | +3.9% |
| 30D | -1.7% | -0.7% | -1.0% | -1.7% |
| 3M | +5.2% | +36.5% | -31.4% | +5.1% |
| 6M | -0.2% | +104.6% | -104.8% | -1.2% |
| YTD | +15.4% | +155.8% | -140.5% | +15.6% |
| 1Y | +5.6% | +340.7% | -335.1% | +7.7% |
| All | +5.6% | +375.0% | -369.4% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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