-23.6%
FPS vs RRC
+42.3%
-66.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -0.8% | -9.1% | -9.9% |
| 7D | +21.6% | +2.5% | +19.1% | +22.0% |
| 30D | -38.8% | +21.1% | -59.9% | -35.0% |
| 3M | -42.1% | +28.4% | -70.5% | -37.8% |
| 6M | -48.5% | +26.5% | -75.0% | -43.2% |
| All | -23.6% | +42.3% | -66.0% | -25.6% |
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