+29.4%
B vs RRC
+44.7%
-15.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -3.5% | +11.8% | +8.0% |
| 7D | +1.1% | -6.8% | +7.9% | +0.5% |
| 30D | +0.3% | +34.7% | -34.4% | +3.8% |
| 3M | +5.4% | +31.5% | -26.1% | +9.1% |
| 6M | +5.5% | +21.8% | -16.3% | +7.8% |
| YTD | -6.3% | +48.9% | -55.2% | -7.1% |
| 1Y | +29.4% | +42.1% | -12.7% | +31.2% |
| All | +29.4% | +44.7% | -15.3% | +31.2% |
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 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