+33.1%
ITW vs RRC
+60.0%
-26.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | +0.2% |
| 7D | +2.3% | +6.4% | -4.0% | +1.8% |
| 30D | +6.7% | +23.9% | -17.2% | +4.4% |
| 3M | -0.5% | +30.2% | -30.7% | -3.2% |
| 6M | +16.4% | +26.3% | -9.8% | +13.5% |
| YTD | +19.0% | +48.1% | -29.1% | +13.1% |
| 1Y | +20.2% | +37.7% | -17.5% | +15.3% |
| 3Y | +33.1% | +60.3% | -27.2% | +21.9% |
| All | +33.1% | +60.0% | -26.9% | +21.9% |
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 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