+4,608.4%
SITM vs RRC
+1,111.6%
+3,496.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.9% | +7.4% | +6.8% |
| 7D | +9.7% | +1.3% | +8.4% | +9.2% |
| 30D | +12.7% | +10.1% | +2.6% | +9.1% |
| 3M | -13.4% | +4.0% | -17.4% | -15.1% |
| 6M | +59.6% | +1.6% | +58.0% | +56.5% |
| YTD | +73.3% | +19.7% | +53.6% | +60.5% |
| 1Y | +165.5% | +21.4% | +144.1% | +143.3% |
| 3Y | +368.7% | +29.7% | +339.0% | +325.9% |
| 5Y | +172.5% | +153.9% | +18.6% | +102.7% |
| All | +4,608.4% | +1,111.6% | +3,496.7% | +1,779.4% |
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