+372.3%
SE vs RRC
+188.9%
+183.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.8% | -6.3% | -2.2% |
| 7D | 0.0% | -5.2% | +5.2% | +0.8% |
| 30D | -19.4% | +25.2% | -44.6% | -22.4% |
| 3M | -33.1% | +27.4% | -60.5% | -35.9% |
| 6M | -11.4% | +27.0% | -38.4% | -15.4% |
| YTD | -39.8% | +46.3% | -86.1% | -44.0% |
| 1Y | -50.5% | +37.1% | -87.6% | -53.5% |
| 3Y | +68.9% | +60.2% | +8.7% | +53.7% |
| 5Y | -77.1% | +136.6% | -213.7% | -80.5% |
| All | +372.3% | +188.9% | +183.4% | +267.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling