-21.6%
Q vs RRC
+17.8%
-39.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.9% | +9.3% | +6.0% |
| 7D | +0.3% | -10.8% | +11.1% | -1.0% |
| 30D | -9.8% | +22.3% | -32.1% | -3.0% |
| 3M | -12.2% | +26.6% | -38.8% | -3.6% |
| 6M | -21.6% | +18.9% | -40.6% | -15.2% |
| All | -21.6% | +17.8% | -39.4% | -15.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling