-85.6%
SMR vs RRC
+44.7%
-130.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.5% | -0.9% | -4.8% |
| 7D | -9.5% | -6.8% | -2.8% | -10.2% |
| 30D | -33.2% | +34.7% | -67.9% | -30.1% |
| 3M | -45.9% | +31.5% | -77.5% | -43.4% |
| 6M | -57.9% | +21.8% | -79.7% | -55.6% |
| YTD | -63.8% | +48.9% | -112.6% | -63.7% |
| 1Y | -85.6% | +42.1% | -127.7% | -85.9% |
| All | -85.6% | +44.7% | -130.3% | -85.9% |
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 · 6 months rolling