+251.0%
SNY vs RRC
+1,141.2%
-890.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.7% |
| 7D | -3.6% | -1.7% | -1.9% | -3.4% |
| 30D | -1.4% | +3.6% | -5.0% | -1.9% |
| 3M | -4.2% | +8.8% | -13.0% | -5.3% |
| 6M | +2.0% | +0.8% | +1.2% | +1.6% |
| YTD | -6.7% | +19.0% | -25.6% | -9.0% |
| 1Y | -4.7% | +22.9% | -27.6% | -7.7% |
| 3Y | -8.1% | +32.3% | -40.4% | -13.1% |
| 5Y | +8.2% | +151.6% | -143.3% | -9.5% |
| 10Y | +64.8% | +5.5% | +59.3% | +42.0% |
| All | +251.0% | +1,141.2% | -890.3% | +36.9% |
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 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