+3.2%
EL vs RRC
+36.3%
-33.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.2% | +2.5% |
| 7D | +0.8% | -10.8% | +11.6% | +1.9% |
| 30D | +16.5% | +22.3% | -5.8% | +13.5% |
| 3M | +29.2% | +26.6% | +2.6% | +25.2% |
| 6M | +27.9% | +18.9% | +9.0% | +24.7% |
| YTD | +6.2% | +39.2% | -33.0% | -1.2% |
| 1Y | +27.2% | +34.0% | -6.8% | +19.2% |
| 3Y | +3.2% | +42.0% | -38.8% | -2.2% |
| All | +3.2% | +36.3% | -33.1% | -2.2% |
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