-79.8%
SPXU vs RRC
+31.0%
-110.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.3% |
| 7D | +1.3% | -1.7% | +3.0% | +0.6% |
| 30D | +5.1% | +3.6% | +1.5% | +6.6% |
| 3M | -9.1% | +8.8% | -18.0% | -6.3% |
| 6M | -29.6% | +0.8% | -30.4% | -29.7% |
| YTD | -27.7% | +19.0% | -46.6% | -21.2% |
| 1Y | -37.0% | +22.9% | -59.9% | -29.2% |
| All | -79.8% | +31.0% | -110.8% | -74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling