+31.7%
SPGI vs RRC
+36.3%
-4.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +2.0% | -0.7% |
| 7D | +0.3% | -10.8% | +11.1% | +1.3% |
| 30D | +18.4% | +22.3% | -3.9% | +15.6% |
| 3M | +15.7% | +26.6% | -10.9% | +12.5% |
| 6M | +17.3% | +18.9% | -1.7% | +14.6% |
| YTD | -4.7% | +39.2% | -43.9% | -9.1% |
| 1Y | +1.8% | +34.0% | -32.1% | -2.4% |
| 3Y | +31.7% | +42.0% | -10.3% | +26.7% |
| All | +31.7% | +36.3% | -4.6% | +26.7% |
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