-99.5%
SPXU vs RRC
+6.5%
-106.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.9% |
| 7D | +6.4% | -1.2% | +7.5% | +6.0% |
| 30D | +5.9% | +3.0% | +3.0% | +6.9% |
| 3M | -11.7% | +7.3% | -19.0% | -9.8% |
| 6M | -28.7% | +3.6% | -32.3% | -28.0% |
| YTD | -26.4% | +19.4% | -45.7% | -21.9% |
| 1Y | -35.2% | +21.4% | -56.6% | -30.4% |
| 3Y | -79.8% | +32.8% | -112.6% | -76.1% |
| 5Y | -86.1% | +152.0% | -238.0% | -77.3% |
| All | -99.5% | +6.5% | -106.0% | -98.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling