+11.1%
S vs RRC
+31.1%
-20.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | -7.7% | +1.3% | -9.0% | -7.9% |
| 30D | -5.3% | +10.1% | -15.5% | -6.6% |
| 3M | +20.3% | +4.0% | +16.3% | +19.4% |
| 6M | +47.4% | +1.6% | +45.8% | +46.3% |
| YTD | +32.5% | +19.7% | +12.8% | +28.3% |
| 1Y | +9.5% | +21.4% | -11.9% | +5.4% |
| All | +11.1% | +31.1% | -20.0% | +9.6% |
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