-23.8%
FDS vs RRC
+23.3%
-47.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.3% |
| 7D | -8.8% | -1.7% | -7.0% | -8.5% |
| 30D | -1.4% | +3.6% | -5.0% | -2.1% |
| 3M | +13.9% | +8.8% | +5.0% | +11.6% |
| 6M | +27.4% | +0.8% | +26.6% | +24.8% |
| YTD | -2.5% | +19.0% | -21.4% | -8.0% |
| 1Y | -23.8% | +22.9% | -46.7% | -32.3% |
| All | -23.8% | +23.3% | -47.1% | -32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling