+325.3%
IR vs RRC
+105.0%
+220.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.9% | +4.3% | +1.9% |
| 7D | +3.7% | -10.8% | +14.5% | +5.8% |
| 30D | +7.4% | +22.3% | -14.9% | +3.1% |
| 3M | -5.9% | +26.6% | -32.5% | -10.5% |
| 6M | +5.6% | +18.9% | -13.4% | +1.3% |
| YTD | +4.8% | +39.2% | -34.4% | -2.9% |
| 1Y | +6.9% | +34.0% | -27.0% | -0.4% |
| 3Y | +27.6% | +42.0% | -14.5% | +15.8% |
| 5Y | +45.8% | +111.9% | -66.1% | +18.0% |
| All | +325.3% | +105.0% | +220.2% | +204.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling