+2.1%
ES vs RRC
+31.6%
-29.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -2.9% |
| 7D | +1.9% | -10.8% | +12.7% | +1.8% |
| 30D | +7.1% | +22.3% | -15.3% | +6.9% |
| 3M | -1.9% | +26.6% | -28.6% | -2.1% |
| 6M | +4.4% | +18.9% | -14.6% | +4.1% |
| YTD | +7.3% | +39.2% | -31.9% | +5.7% |
| 1Y | +2.1% | +34.0% | -31.8% | +0.4% |
| All | +2.1% | +31.6% | -29.5% | +0.4% |
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