-22.6%
FPS vs RRC
+44.1%
-66.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.5% | -13.8% | -17.7% |
| 7D | -23.3% | -6.8% | -16.6% | -24.1% |
| 30D | -42.4% | +34.7% | -77.1% | -37.2% |
| 3M | -43.0% | +31.5% | -74.6% | -38.5% |
| 6M | -44.5% | +21.8% | -66.3% | -38.3% |
| All | -22.6% | +44.1% | -66.7% | -24.7% |
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