+319.5%
SN vs RRC
+38.3%
+281.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.9% |
| 7D | -9.3% | +1.3% | -10.6% | -9.6% |
| 30D | -4.8% | +10.1% | -14.9% | -6.8% |
| 3M | +40.4% | +4.0% | +36.4% | +38.8% |
| 6M | +50.9% | +1.6% | +49.4% | +49.0% |
| YTD | +54.9% | +19.7% | +35.2% | +44.8% |
| 1Y | +43.0% | +21.4% | +21.6% | +31.6% |
| 3Y | +391.8% | +29.7% | +362.2% | +328.3% |
| All | +319.5% | +38.3% | +281.2% | +286.1% |
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