+88.9%
SMR vs RRC
+32.7%
+56.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.3% | +15.5% | +15.4% |
| 7D | +21.4% | -1.2% | +22.6% | +22.4% |
| 30D | +13.8% | +9.4% | +4.4% | +5.9% |
| 3M | +3.9% | +7.4% | -3.5% | -3.9% |
| 6M | -4.2% | +1.5% | -5.7% | -9.7% |
| YTD | -21.1% | +19.4% | -40.5% | -37.1% |
| 1Y | -67.1% | +24.2% | -91.3% | -75.9% |
| 3Y | +88.9% | +32.8% | +56.1% | +36.0% |
| All | +88.9% | +32.7% | +56.1% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling