+9.9%
SNY vs RRC
+142.8%
-132.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.2% |
| 7D | -3.3% | -1.8% | -1.5% | -3.2% |
| 30D | -2.2% | +2.7% | -4.8% | -2.3% |
| 3M | -3.0% | +8.8% | -11.9% | -3.5% |
| 6M | +2.7% | -1.2% | +3.9% | +2.7% |
| YTD | -6.8% | +17.6% | -24.4% | -7.8% |
| 1Y | -5.3% | +18.4% | -23.7% | -6.3% |
| 3Y | -9.8% | +33.1% | -42.9% | -12.0% |
| All | +9.9% | +142.8% | -132.9% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling