+23.9%
IR vs RRC
+60.0%
-36.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | +2.5% | +6.4% | -3.9% | +1.6% |
| 30D | +9.2% | +23.9% | -14.7% | +5.2% |
| 3M | +0.9% | +30.2% | -29.2% | -3.7% |
| 6M | +19.2% | +26.3% | -7.0% | +14.1% |
| YTD | +7.5% | +48.1% | -40.6% | -1.9% |
| 1Y | +11.7% | +37.7% | -25.9% | +3.7% |
| 3Y | +23.9% | +60.3% | -36.4% | +8.2% |
| All | +23.9% | +60.0% | -36.0% | +8.2% |
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