+4,532.8%
SITM vs RRC
+1,108.2%
+3,424.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | +4.8% | -1.2% | +6.0% | +5.2% |
| 30D | -9.7% | +3.0% | -12.7% | -10.7% |
| 3M | -9.3% | +7.3% | -16.6% | -12.0% |
| 6M | +69.5% | +3.6% | +65.9% | +65.2% |
| YTD | +70.5% | +19.4% | +51.2% | +58.1% |
| 1Y | +145.3% | +21.4% | +123.8% | +124.8% |
| 3Y | +432.8% | +32.8% | +400.0% | +381.1% |
| 5Y | +174.0% | +152.0% | +22.0% | +104.3% |
| All | +4,532.8% | +1,108.2% | +3,424.7% | +1,751.0% |
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