+13,845.6%
SPGI vs RRC
+1,202.2%
+12,643.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | +0.1% | +1.3% | -1.2% | 0.0% |
| 30D | +8.4% | +10.1% | -1.7% | +7.5% |
| 3M | +11.8% | +4.0% | +7.8% | +11.4% |
| 6M | +5.7% | +1.6% | +4.1% | +5.3% |
| YTD | -9.7% | +19.7% | -29.4% | -11.3% |
| 1Y | -12.5% | +21.4% | -33.9% | -14.3% |
| 3Y | +21.8% | +29.7% | -7.8% | +17.6% |
| 5Y | +8.2% | +153.9% | -145.7% | -3.5% |
| 10Y | +309.5% | +10.8% | +298.7% | +257.3% |
| All | +13,845.6% | +1,202.2% | +12,643.4% | +10,238.4% |
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