+7.3%
PL vs RRC
+28.5%
-21.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +0.3% | +14.2% | +14.5% |
| 7D | +10.9% | -10.3% | +21.2% | +10.6% |
| 30D | -16.4% | +19.5% | -35.8% | -14.2% |
| 3M | -39.9% | +27.9% | -67.9% | -37.8% |
| 6M | -63.2% | +21.2% | -84.4% | -62.0% |
| YTD | -27.1% | +39.6% | -66.7% | -20.5% |
| All | +7.3% | +28.5% | -21.2% | +14.2% |
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