-8.8%
IT vs RRC
+44.7%
-53.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +5.0% | +1.7% |
| 7D | -5.5% | -6.8% | +1.3% | -5.0% |
| 30D | +10.3% | +34.7% | -24.4% | +6.4% |
| 3M | +11.5% | +31.5% | -20.0% | +7.6% |
| 6M | +40.3% | +21.8% | +18.5% | +34.5% |
| YTD | -17.9% | +48.9% | -66.7% | -21.7% |
| 1Y | -8.8% | +42.1% | -50.9% | -12.6% |
| All | -8.8% | +44.7% | -53.5% | -12.6% |
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