+14,609.4%
SPGI vs RRC
+1,414.2%
+13,195.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +2.0% | -0.7% |
| 7D | +0.3% | -10.8% | +11.1% | +1.2% |
| 30D | +18.4% | +22.3% | -3.9% | +16.1% |
| 3M | +15.7% | +26.6% | -10.9% | +13.1% |
| 6M | +17.3% | +18.9% | -1.7% | +15.1% |
| YTD | -4.7% | +39.2% | -43.9% | -7.9% |
| 1Y | +1.8% | +34.0% | -32.1% | -1.3% |
| 3Y | +31.7% | +42.0% | -10.3% | +26.0% |
| 5Y | +12.1% | +111.9% | -99.8% | +1.5% |
| 10Y | +341.9% | +62.8% | +279.2% | +272.4% |
| All | +14,609.4% | +1,414.2% | +13,195.2% | +10,638.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling