+207.2%
COMP vs RRC
+31.1%
+176.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | +1.4% | +1.3% | +0.1% | +1.3% |
| 30D | -13.3% | +10.1% | -23.4% | -14.0% |
| 3M | +41.1% | +4.0% | +37.1% | +40.7% |
| 6M | +17.2% | +1.6% | +15.6% | +16.2% |
| YTD | +5.2% | +19.7% | -14.5% | +0.6% |
| 1Y | +18.9% | +21.4% | -2.5% | +12.5% |
| All | +207.2% | +31.1% | +176.1% | +182.2% |
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