+264.0%
SPOT vs RRC
+225.3%
+38.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.1% |
| 7D | -0.9% | +1.3% | -2.2% | -1.1% |
| 30D | +12.5% | +10.1% | +2.4% | +11.3% |
| 3M | +9.9% | +4.0% | +5.9% | +9.3% |
| 6M | +1.6% | +1.6% | 0.0% | +1.1% |
| YTD | -6.6% | +19.7% | -26.3% | -8.9% |
| 1Y | -22.9% | +21.4% | -44.3% | -25.2% |
| 3Y | +244.3% | +29.7% | +214.6% | +227.9% |
| 5Y | +117.8% | +153.9% | -36.1% | +88.0% |
| All | +264.0% | +225.3% | +38.7% | +203.3% |
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