-31.1%
IT vs RRC
+23.3%
-54.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | -9.1% | -1.7% | -7.4% | -9.0% |
| 30D | -12.2% | +3.6% | -15.8% | -12.4% |
| 3M | +7.8% | +8.8% | -1.0% | +6.6% |
| 6M | +2.0% | +0.8% | +1.2% | +0.4% |
| YTD | -32.7% | +19.0% | -51.7% | -33.1% |
| 1Y | -31.1% | +22.9% | -54.0% | -27.3% |
| All | -31.1% | +23.3% | -54.4% | -27.3% |
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