+52.5%
SOXX vs RRC
+44.7%
+7.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.5% | +0.4% | -3.7% |
| 7D | -13.7% | -6.8% | -6.9% | -14.6% |
| 30D | -23.6% | +34.7% | -58.3% | -18.0% |
| 3M | -16.9% | +31.5% | -48.4% | -11.1% |
| 6M | -2.4% | +21.8% | -24.2% | +4.5% |
| YTD | +49.8% | +48.9% | +1.0% | +59.7% |
| 1Y | +52.5% | +42.1% | +10.4% | +62.6% |
| All | +52.5% | +44.7% | +7.9% | +62.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling