+338.6%
SPGI vs RRC
+72.2%
+266.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | -1.4% | -0.5% | -0.9% | -1.3% |
| 30D | +15.3% | +25.2% | -9.9% | +13.0% |
| 3M | +16.5% | +27.8% | -11.3% | +14.0% |
| 6M | +19.8% | +27.2% | -7.4% | +17.1% |
| YTD | -3.2% | +48.2% | -51.4% | -6.8% |
| 1Y | +1.8% | +34.7% | -32.9% | -1.2% |
| 3Y | +30.6% | +62.2% | -31.6% | +24.0% |
| 5Y | +16.0% | +130.9% | -114.9% | +5.6% |
| 10Y | +338.6% | +73.4% | +265.2% | +239.3% |
| All | +338.6% | +72.2% | +266.4% | +239.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling