-53.2%
S vs RRC
+165.3%
-218.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | -7.7% | +1.3% | -9.0% | -8.0% |
| 30D | -5.3% | +10.1% | -15.5% | -7.1% |
| 3M | +20.3% | +4.0% | +16.3% | +19.1% |
| 6M | +47.4% | +1.6% | +45.8% | +46.2% |
| YTD | +32.5% | +19.7% | +12.8% | +27.1% |
| 1Y | +9.5% | +21.4% | -11.9% | +4.3% |
| 3Y | +15.5% | +29.7% | -14.1% | +6.5% |
| 5Y | -71.2% | +153.9% | -225.1% | -76.4% |
| All | -53.2% | +165.3% | -218.5% | -63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling