+24.2%
FIX vs RRC
+36.3%
-12.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.4% |
| 7D | +9.4% | +6.4% | +3.0% | +9.3% |
| 30D | -27.8% | +23.9% | -51.7% | -25.8% |
| 3M | -35.6% | +30.2% | -65.7% | -33.3% |
| 6M | -45.2% | +26.3% | -71.5% | -42.5% |
| YTD | +19.5% | +48.1% | -28.6% | +21.7% |
| 1Y | +24.2% | +37.7% | -13.4% | +30.9% |
| All | +24.2% | +36.3% | -12.0% | +30.9% |
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 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