-100.0%
SPXU vs RRC
+10.9%
-110.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.6% |
| 7D | -1.5% | -1.2% | -0.3% | -1.9% |
| 30D | +3.7% | +9.4% | -5.7% | +7.3% |
| 3M | -9.6% | +7.4% | -17.0% | -7.2% |
| 6M | -32.4% | +1.5% | -33.8% | -32.1% |
| YTD | -28.7% | +19.4% | -48.1% | -23.7% |
| 1Y | -38.2% | +24.2% | -62.4% | -32.2% |
| 3Y | -80.4% | +32.8% | -113.2% | -76.2% |
| 5Y | -86.0% | +152.9% | -238.9% | -74.5% |
| 10Y | -99.5% | +3.9% | -103.4% | -99.1% |
| All | -100.0% | +10.9% | -110.9% | -100.0% |
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