+46.0%
F vs RRC
+60.0%
-14.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -3.1% | +6.4% | -9.5% | -3.8% |
| 30D | 0.0% | +23.9% | -23.8% | -3.0% |
| 3M | -13.2% | +30.2% | -43.4% | -16.5% |
| 6M | -10.2% | +26.3% | -36.5% | -13.4% |
| YTD | -4.9% | +48.1% | -53.0% | -12.1% |
| 1Y | -6.1% | +37.7% | -43.8% | -11.8% |
| 3Y | +46.0% | +60.3% | -14.3% | +25.0% |
| All | +46.0% | +60.0% | -14.0% | +25.0% |
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