+365.7%
SE vs RRC
+174.9%
+190.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.1% | +0.6% |
| 7D | +2.0% | -10.8% | +12.8% | +3.7% |
| 30D | -20.0% | +22.3% | -42.3% | -22.7% |
| 3M | -31.8% | +26.6% | -58.4% | -34.6% |
| 6M | -15.9% | +18.9% | -34.8% | -18.8% |
| YTD | -40.6% | +39.2% | -79.8% | -44.4% |
| 1Y | -50.7% | +34.0% | -84.6% | -53.6% |
| 3Y | +70.3% | +42.0% | +28.3% | +57.8% |
| 5Y | -78.8% | +111.9% | -190.7% | -81.7% |
| All | +365.7% | +174.9% | +190.9% | +265.2% |
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