-13.6%
SKDD vs RRC
+44.7%
-58.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -3.5% | +13.9% | +10.7% |
| 7D | +28.7% | -6.8% | +35.4% | +29.6% |
| 30D | +54.1% | +34.7% | +19.3% | +34.1% |
| 3M | -22.7% | +31.5% | -54.2% | -30.4% |
| All | -13.6% | +44.7% | -58.3% | -20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling