+48.1%
APA vs RRC
+60.0%
-11.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.1% |
| 7D | +8.5% | +6.4% | +2.2% | +3.9% |
| 30D | +2.8% | +23.9% | -21.1% | -14.1% |
| 3M | +21.7% | +30.2% | -8.5% | -2.3% |
| 6M | +32.6% | +26.3% | +6.4% | +9.3% |
| YTD | +103.7% | +48.1% | +55.6% | +49.2% |
| 1Y | +101.8% | +37.7% | +64.1% | +55.9% |
| 3Y | +48.1% | +60.3% | -12.2% | -0.2% |
| All | +48.1% | +60.0% | -11.9% | -0.2% |
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