+6.5%
ES vs RRC
+132.2%
-125.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +0.9% |
| 7D | -1.1% | +2.5% | -3.6% | -1.2% |
| 30D | +8.2% | +21.1% | -12.9% | +6.6% |
| 3M | +0.6% | +28.4% | -27.8% | -1.4% |
| 6M | +6.0% | +26.5% | -20.5% | +3.9% |
| YTD | +9.3% | +47.0% | -37.7% | +5.7% |
| 1Y | +1.1% | +35.2% | -34.1% | -1.6% |
| 3Y | +51.9% | +61.0% | -9.1% | +44.7% |
| 5Y | +6.5% | +133.6% | -127.2% | +6.0% |
| All | +6.5% | +132.2% | -125.7% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling