+32.8%
A vs RRC
+34.3%
-1.5%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | -1.9% | +1.3% | -3.2% | -2.2% |
| 30D | +6.9% | +10.1% | -3.2% | +5.3% |
| 3M | +9.2% | +4.0% | +5.2% | +8.4% |
| 6M | +25.7% | +1.6% | +24.1% | +24.7% |
| YTD | +11.5% | +19.7% | -8.2% | +6.8% |
| 1Y | +18.4% | +21.4% | -3.1% | +12.7% |
| All | +32.8% | +34.3% | -1.5% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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