+71.5%
SITM vs RRC
+134.0%
-62.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.2% | -5.8% |
| 7D | +6.6% | +6.4% | +0.2% | +3.9% |
| 30D | -15.3% | +23.9% | -39.2% | -23.2% |
| 3M | -35.4% | +30.2% | -65.6% | -43.0% |
| 6M | -46.8% | +26.3% | -73.0% | -52.9% |
| YTD | +25.9% | +48.1% | -22.2% | +1.7% |
| 1Y | +54.0% | +37.7% | +16.3% | +28.5% |
| 3Y | +315.6% | +60.3% | +255.3% | +226.2% |
| All | +71.5% | +134.0% | -62.5% | +12.5% |
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