+1,243.3%
ES vs RRC
+1,202.2%
+41.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | +0.3% | +1.3% | -1.0% | +0.2% |
| 30D | -2.0% | +10.1% | -12.1% | -2.4% |
| 3M | +1.7% | +4.0% | -2.3% | +1.4% |
| 6M | -3.5% | +1.6% | -5.1% | -3.7% |
| YTD | +7.9% | +19.7% | -11.8% | +6.8% |
| 1Y | +17.2% | +21.4% | -4.3% | +15.8% |
| 3Y | +29.3% | +29.7% | -0.4% | +26.7% |
| 5Y | -5.7% | +153.9% | -159.6% | -11.7% |
| 10Y | +85.2% | +10.8% | +74.4% | +71.2% |
| All | +1,243.3% | +1,202.2% | +41.1% | +1,023.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling