+9.1%
IR vs RRC
+44.7%
-35.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | -0.8% |
| 7D | +11.6% | -6.8% | +18.3% | +10.9% |
| 30D | +7.2% | +34.7% | -27.6% | +10.5% |
| 3M | -5.9% | +31.5% | -37.4% | -3.1% |
| 6M | +11.5% | +21.8% | -10.3% | +13.7% |
| YTD | +6.3% | +48.9% | -42.5% | +8.5% |
| 1Y | +9.1% | +42.1% | -33.0% | +11.6% |
| All | +9.1% | +44.7% | -35.6% | +11.6% |
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 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