+91.9%
MO vs RRC
+31.0%
+60.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | -2.4% | -1.7% | -0.7% | -2.4% |
| 30D | +3.6% | +3.6% | 0.0% | +3.5% |
| 3M | -3.7% | +8.8% | -12.6% | -3.8% |
| 6M | +4.5% | +0.8% | +3.7% | +4.5% |
| YTD | +21.5% | +19.0% | +2.5% | +21.6% |
| 1Y | +9.5% | +22.9% | -13.4% | +9.7% |
| All | +91.9% | +31.0% | +60.9% | +89.3% |
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 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