+24.8%
SYY vs RVMD
+636.2%
-611.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | -0.2% | -0.7% | +0.5% | -0.1% |
| 30D | -2.7% | +0.3% | -3.1% | -2.8% |
| 3M | +5.9% | +38.9% | -33.0% | +1.6% |
| 6M | -2.3% | +108.1% | -110.4% | -12.0% |
| YTD | +13.1% | +160.7% | -147.6% | -1.9% |
| 1Y | +3.8% | +407.3% | -403.5% | -18.2% |
| 3Y | +26.7% | +546.6% | -519.8% | -8.3% |
| 5Y | +19.4% | +579.8% | -560.4% | -20.2% |
| All | +24.8% | +636.2% | -611.4% | -34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling