+69,298.0%
FAST vs RRC
+1,202.2%
+68,095.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +0.8% |
| 7D | -0.4% | +1.3% | -1.7% | -0.5% |
| 30D | -0.8% | +10.1% | -10.9% | -1.7% |
| 3M | +5.8% | +4.0% | +1.7% | +5.2% |
| 6M | +8.0% | +1.6% | +6.4% | +7.6% |
| YTD | +25.6% | +19.7% | +5.9% | +23.0% |
| 1Y | +0.8% | +21.4% | -20.6% | -1.6% |
| 3Y | +86.1% | +29.7% | +56.4% | +78.6% |
| 5Y | +100.2% | +153.9% | -53.7% | +75.1% |
| 10Y | +494.2% | +10.8% | +483.4% | +407.5% |
| All | +69,298.0% | +1,202.2% | +68,095.8% | +49,459.9% |
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