+63.8%
RRC vs SPY
+308.5%
-244.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | +2.5% | +3.3% | -0.8% | -0.9% |
| 30D | +21.1% | -2.7% | +23.8% | +24.3% |
| 3M | +28.4% | -1.7% | +30.1% | +30.2% |
| 6M | +26.5% | +3.1% | +23.4% | +21.0% |
| YTD | +47.0% | +11.9% | +35.1% | +27.6% |
| 1Y | +35.2% | +12.0% | +23.2% | +17.1% |
| 3Y | +61.0% | +78.2% | -17.2% | -17.5% |
| 5Y | +133.6% | +73.2% | +60.4% | +23.4% |
| All | +63.8% | +308.5% | -244.7% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling