+25.8%
ESI vs RRC
+35.3%
-9.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.4% | -2.2% |
| 7D | +8.3% | +2.5% | +5.8% | +8.5% |
| 30D | -10.4% | +21.1% | -31.6% | -8.1% |
| 3M | -13.2% | +28.4% | -41.5% | -10.2% |
| 6M | -23.9% | +26.5% | -50.3% | -20.9% |
| YTD | +34.2% | +47.0% | -12.8% | +35.2% |
| All | +25.8% | +35.3% | -9.5% | +27.8% |
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 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