+0.4%
SO vs RRC
+17.8%
-17.4%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.9% | -1.0% |
| 7D | -1.5% | -10.8% | +9.4% | -1.1% |
| 30D | +8.1% | +22.3% | -14.2% | +6.7% |
| 3M | +0.2% | +26.6% | -26.4% | -1.4% |
| 6M | +0.4% | +18.9% | -18.5% | -2.6% |
| All | +0.4% | +17.8% | -17.4% | -2.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling