+506.7%
FIX vs RRC
+51.7%
+455.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.3% | +9.1% | +9.3% |
| 7D | -7.2% | -10.3% | +3.1% | -3.5% |
| 30D | -35.1% | +19.5% | -54.6% | -38.9% |
| 3M | -34.3% | +27.9% | -62.2% | -40.0% |
| 6M | -42.9% | +21.2% | -64.1% | -47.2% |
| YTD | +19.5% | +39.6% | -20.1% | +1.7% |
| 1Y | +16.8% | +31.3% | -14.5% | +2.1% |
| 3Y | +506.7% | +51.9% | +454.8% | +422.6% |
| All | +506.7% | +51.7% | +455.0% | +422.6% |
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