+597.0%
SE vs RRC
+135.8%
+461.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +0.6% | -1.2% | +1.8% | +0.8% |
| 30D | -0.1% | +9.4% | -9.5% | -1.5% |
| 3M | +34.1% | +7.4% | +26.7% | +32.3% |
| 6M | +23.2% | +1.5% | +21.7% | +22.2% |
| YTD | -11.2% | +19.4% | -30.6% | -14.3% |
| 1Y | -40.5% | +24.2% | -64.8% | -43.2% |
| 3Y | +196.3% | +32.8% | +163.5% | +178.7% |
| 5Y | -67.0% | +152.9% | -219.9% | -71.8% |
| All | +597.0% | +135.8% | +461.2% | +462.5% |
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