-68.1%
SE vs RRC
+156.2%
-224.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -6.1% | +1.3% | -7.4% | -6.4% |
| 30D | -2.5% | +10.1% | -12.6% | -4.9% |
| 3M | +21.7% | +4.0% | +17.7% | +20.0% |
| 6M | +27.0% | +1.6% | +25.4% | +25.2% |
| YTD | -12.1% | +19.7% | -31.8% | -17.6% |
| 1Y | -40.9% | +21.4% | -62.3% | -45.2% |
| 3Y | +191.0% | +29.7% | +161.3% | +161.4% |
| All | -68.1% | +156.2% | -224.3% | -75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling