+226.8%
SOXX vs RRC
+29.5%
+197.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.2% |
| 7D | +1.4% | -1.8% | +3.2% | +1.8% |
| 30D | -3.6% | +2.7% | -6.2% | -4.3% |
| 3M | -10.2% | +8.8% | -19.0% | -12.6% |
| 6M | +54.2% | -1.2% | +55.4% | +53.1% |
| YTD | +75.2% | +17.6% | +57.6% | +62.6% |
| 1Y | +107.5% | +18.4% | +89.1% | +90.4% |
| 3Y | +226.8% | +33.1% | +193.7% | +188.6% |
| All | +226.8% | +29.5% | +197.3% | +188.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling