+112.6%
SPOT vs RRC
+154.4%
-41.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -6.5% | -1.7% | -4.8% | -6.3% |
| 30D | +2.2% | +3.6% | -1.4% | +1.7% |
| 3M | +5.4% | +8.8% | -3.4% | +4.2% |
| 6M | -4.0% | +0.8% | -4.8% | -4.5% |
| YTD | -9.9% | +19.0% | -28.9% | -12.5% |
| 1Y | -27.3% | +22.9% | -50.2% | -30.0% |
| 3Y | +236.4% | +32.3% | +204.1% | +215.9% |
| 5Y | +112.6% | +151.6% | -39.0% | +86.8% |
| All | +112.6% | +154.4% | -41.8% | +86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling