+56.3%
NYT vs RRC
+29.5%
+26.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.6% |
| 7D | -0.6% | -1.8% | +1.2% | -0.5% |
| 30D | +4.6% | +2.7% | +1.9% | +4.4% |
| 3M | -9.6% | +8.8% | -18.4% | -10.1% |
| 6M | -14.0% | -1.2% | -12.8% | -14.2% |
| YTD | -2.8% | +17.6% | -20.4% | -4.4% |
| 1Y | +15.6% | +18.4% | -2.8% | +13.4% |
| 3Y | +56.3% | +33.1% | +23.2% | +50.0% |
| All | +56.3% | +29.5% | +26.8% | +50.0% |
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