+52.2%
EW vs RRC
+36.3%
+16.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.4% |
| 7D | +11.0% | -10.8% | +21.8% | +11.5% |
| 30D | +19.1% | +22.3% | -3.2% | +17.7% |
| 3M | +14.4% | +26.6% | -12.3% | +12.7% |
| 6M | +22.8% | +18.9% | +3.8% | +21.4% |
| YTD | +19.8% | +39.2% | -19.4% | +16.7% |
| 1Y | +23.9% | +34.0% | -10.1% | +21.0% |
| 3Y | +52.2% | +42.0% | +10.2% | +49.0% |
| All | +52.2% | +36.3% | +16.0% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling