+452.1%
BTSG vs RRC
+45.4%
+406.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -1.0% |
| 7D | +2.7% | +1.3% | +1.4% | +2.5% |
| 30D | -3.6% | +10.1% | -13.8% | -5.2% |
| 3M | +5.8% | +4.0% | +1.8% | +4.9% |
| 6M | +44.7% | +1.6% | +43.1% | +43.6% |
| YTD | +62.2% | +19.7% | +42.5% | +53.9% |
| 1Y | +152.1% | +21.4% | +130.7% | +137.2% |
| All | +452.1% | +45.4% | +406.7% | +406.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling