+306.8%
SPGI vs RRC
+4.9%
+301.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.2% |
| 7D | -2.5% | -1.2% | -1.3% | -2.4% |
| 30D | +5.4% | +9.4% | -4.0% | +4.6% |
| 3M | +9.0% | +7.4% | +1.7% | +8.3% |
| 6M | +0.8% | +1.5% | -0.7% | +0.4% |
| YTD | -12.6% | +19.4% | -32.0% | -14.1% |
| 1Y | -16.1% | +24.2% | -40.4% | -18.0% |
| 3Y | +19.0% | +32.8% | -13.8% | +15.0% |
| 5Y | +5.1% | +152.9% | -147.9% | -4.6% |
| All | +306.8% | +4.9% | +301.9% | +235.6% |
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 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