+133.7%
AS vs RRC
+75.8%
+57.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.7% | +1.4% | -1.7% |
| 7D | +7.1% | -6.9% | +14.0% | +8.3% |
| 30D | +12.8% | +25.4% | -12.6% | +7.8% |
| 3M | -14.7% | +31.9% | -46.6% | -19.6% |
| 6M | -9.9% | +17.2% | -27.1% | -13.1% |
| YTD | -16.1% | +43.4% | -59.5% | -25.1% |
| 1Y | +0.2% | +36.7% | -36.6% | -9.3% |
| All | +133.7% | +75.8% | +57.9% | +106.4% |
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