+6,268.1%
SO vs RRC
+1,414.2%
+4,853.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.2% |
| 3M | +0.2% | +26.6% | -26.4% | -0.7% |
| 6M | +0.4% | +18.9% | -18.5% | -0.4% |
| YTD | +8.5% | +39.2% | -30.7% | +7.0% |
| 1Y | +4.9% | +34.0% | -29.0% | +3.6% |
| 3Y | +47.9% | +42.0% | +5.9% | +45.1% |
| 5Y | +75.7% | +111.9% | -36.2% | +68.3% |
| 10Y | +178.0% | +62.8% | +115.2% | +157.0% |
| All | +6,268.1% | +1,414.2% | +4,853.9% | +5,412.6% |
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 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