+494.2%
FIX vs RRC
+60.0%
+434.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | +9.4% | +6.4% | +3.0% | +7.1% |
| 30D | -27.8% | +23.9% | -51.7% | -32.9% |
| 3M | -35.6% | +30.2% | -65.7% | -41.4% |
| 6M | -45.2% | +26.3% | -71.5% | -49.9% |
| YTD | +19.5% | +48.1% | -28.6% | -0.4% |
| 1Y | +24.2% | +37.7% | -13.4% | +7.1% |
| 3Y | +494.2% | +60.3% | +433.9% | +401.5% |
| All | +494.2% | +60.0% | +434.2% | +401.5% |
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