+197.1%
ESI vs RRC
-31.4%
+228.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.9% | +5.1% |
| 7D | -3.5% | -10.3% | +6.9% | -1.1% |
| 30D | -9.3% | +19.5% | -28.7% | -13.0% |
| 3M | -12.8% | +27.9% | -40.7% | -17.9% |
| 6M | -24.6% | +21.2% | -45.8% | -28.5% |
| YTD | +32.7% | +39.6% | -6.8% | +21.2% |
| 1Y | +20.3% | +31.3% | -11.0% | +11.2% |
| 3Y | +80.2% | +51.9% | +28.2% | +59.1% |
| 5Y | +40.0% | +110.2% | -70.2% | +9.5% |
| 10Y | +310.8% | +56.7% | +254.1% | +209.6% |
| All | +197.1% | -31.4% | +228.5% | +149.9% |
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