+40.3%
ESI vs RRC
+23.3%
+17.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | +3.9% | -1.7% | +5.7% | +3.9% |
| 30D | -3.8% | +3.6% | -7.4% | -3.7% |
| 3M | -13.1% | +8.8% | -22.0% | -13.1% |
| 6M | +11.3% | +0.8% | +10.5% | +11.6% |
| YTD | +44.1% | +19.0% | +25.1% | +38.4% |
| 1Y | +40.3% | +22.9% | +17.4% | +41.7% |
| All | +40.3% | +23.3% | +17.1% | +41.7% |
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