-21.9%
AS vs RRC
+23.4%
-45.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +3.4% |
| 7D | -4.9% | +1.3% | -6.2% | -4.7% |
| 30D | -19.6% | +10.1% | -29.7% | -18.2% |
| 3M | -14.4% | +4.0% | -18.4% | -13.3% |
| 6M | -20.1% | +1.6% | -21.7% | -19.8% |
| YTD | -20.9% | +19.7% | -40.6% | -21.6% |
| 1Y | -21.9% | +21.4% | -43.3% | -20.0% |
| All | -21.9% | +23.4% | -45.2% | -20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling