+172.4%
SITM vs RRC
+154.4%
+18.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.4% |
| 7D | +3.7% | -1.7% | +5.4% | +4.4% |
| 30D | -14.5% | +3.6% | -18.1% | -15.9% |
| 3M | -10.6% | +8.8% | -19.4% | -14.6% |
| 6M | +65.5% | +0.8% | +64.7% | +61.7% |
| YTD | +67.0% | +19.0% | +48.0% | +50.7% |
| 1Y | +138.6% | +22.9% | +115.7% | +110.0% |
| 3Y | +421.8% | +32.3% | +389.5% | +352.7% |
| 5Y | +172.4% | +151.6% | +20.9% | +111.0% |
| All | +172.4% | +154.4% | +18.1% | +111.0% |
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 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