+368.3%
NET vs RRC
+29.2%
+339.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.3% | -1.1% |
| 7D | +9.9% | -2.0% | +11.9% | +10.5% |
| 30D | -1.6% | +2.4% | -4.0% | -2.3% |
| 3M | +34.8% | +8.6% | +26.2% | +31.4% |
| 6M | +43.9% | -1.4% | +45.3% | +43.5% |
| YTD | +55.5% | +17.3% | +38.2% | +47.0% |
| 1Y | +36.5% | +18.1% | +18.3% | +27.7% |
| 3Y | +368.3% | +32.8% | +335.5% | +318.3% |
| All | +368.3% | +29.2% | +339.1% | +318.3% |
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