+107.5%
SOXX vs RRC
+20.8%
+86.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +1.6% |
| 7D | +1.4% | -1.8% | +3.2% | +1.1% |
| 30D | -3.6% | +2.7% | -6.2% | -3.2% |
| 3M | -10.2% | +8.8% | -19.0% | -9.0% |
| 6M | +54.2% | -1.2% | +55.4% | +55.5% |
| YTD | +75.2% | +17.6% | +57.6% | +71.8% |
| 1Y | +107.5% | +18.4% | +89.1% | +107.3% |
| All | +107.5% | +20.8% | +86.7% | +107.3% |
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