-53.7%
SMR vs RRC
+130.3%
-184.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.6% |
| 7D | -8.3% | +6.4% | -14.7% | -10.6% |
| 30D | -20.1% | +23.9% | -43.9% | -27.7% |
| 3M | -52.7% | +30.2% | -82.9% | -58.2% |
| 6M | -61.0% | +26.3% | -87.3% | -65.6% |
| YTD | -67.1% | +48.1% | -115.2% | -73.5% |
| 1Y | -79.9% | +37.7% | -117.5% | -83.3% |
| 3Y | +101.7% | +60.3% | +41.4% | +62.2% |
| All | -53.7% | +130.3% | -184.0% | -64.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling