+50.5%
F vs RRC
+58.0%
-7.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.8% | -5.5% | -1.3% |
| 7D | +1.0% | -5.2% | +6.2% | +1.6% |
| 30D | +2.1% | +25.2% | -23.1% | -1.2% |
| 3M | -10.3% | +27.4% | -37.6% | -13.4% |
| 6M | +3.3% | +27.0% | -23.7% | -0.5% |
| YTD | -2.0% | +46.3% | -48.3% | -9.2% |
| 1Y | -2.3% | +37.1% | -39.4% | -8.3% |
| All | +50.5% | +58.0% | -7.5% | +29.0% |
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