-43.6%
SE vs RRC
+23.3%
-66.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.1% |
| 7D | -3.6% | -1.7% | -1.9% | -3.8% |
| 30D | -5.3% | +3.6% | -8.9% | -5.0% |
| 3M | +28.1% | +8.8% | +19.2% | +29.4% |
| 6M | +20.7% | +0.8% | +19.9% | +20.6% |
| YTD | -14.8% | +19.0% | -33.8% | -15.3% |
| 1Y | -43.6% | +22.9% | -66.5% | -42.6% |
| All | -43.6% | +23.3% | -66.9% | -42.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling