+315.6%
SITM vs RRC
+60.0%
+255.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.2% | -5.8% |
| 7D | +6.6% | +6.4% | +0.2% | +3.7% |
| 30D | -15.3% | +23.9% | -39.2% | -23.8% |
| 3M | -35.4% | +30.2% | -65.6% | -43.7% |
| 6M | -46.8% | +26.3% | -73.0% | -53.3% |
| YTD | +25.9% | +48.1% | -22.2% | -3.3% |
| 1Y | +54.0% | +37.7% | +16.3% | +23.8% |
| 3Y | +315.6% | +60.3% | +255.3% | +224.3% |
| All | +315.6% | +60.0% | +255.6% | +224.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling