-0.1%
ES vs RRC
+44.7%
-44.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.5% | +5.6% | +2.1% |
| 7D | +5.3% | -6.8% | +12.1% | +5.3% |
| 30D | +8.9% | +34.7% | -25.8% | +8.8% |
| 3M | -1.9% | +31.5% | -33.5% | -2.1% |
| 6M | +3.9% | +21.8% | -17.9% | +3.7% |
| YTD | +8.3% | +48.9% | -40.6% | +6.5% |
| 1Y | -0.1% | +42.1% | -42.2% | -2.2% |
| All | -0.1% | +44.7% | -44.8% | -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 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