-27.3%
FDS vs RRC
+34.3%
-61.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.4% |
| 7D | -1.9% | +1.3% | -3.2% | -2.1% |
| 30D | +9.0% | +10.1% | -1.1% | +7.6% |
| 3M | +18.9% | +4.0% | +14.8% | +18.0% |
| 6M | +35.1% | +1.6% | +33.5% | +34.0% |
| YTD | +5.5% | +19.7% | -14.2% | +2.4% |
| 1Y | -16.8% | +21.4% | -38.2% | -19.5% |
| All | -27.3% | +34.3% | -61.6% | -30.4% |
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