+75.0%
SPY vs RRC
+36.3%
+38.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.7% |
| 7D | -2.7% | -10.8% | +8.1% | -1.4% |
| 30D | -5.4% | +22.3% | -27.7% | -8.0% |
| 3M | -4.1% | +26.6% | -30.7% | -7.3% |
| 6M | +0.7% | +18.9% | -18.2% | -1.9% |
| YTD | +8.7% | +39.2% | -30.5% | +2.2% |
| 1Y | +10.9% | +34.0% | -23.1% | +4.9% |
| 3Y | +75.0% | +42.0% | +33.0% | +61.3% |
| All | +75.0% | +36.3% | +38.7% | +61.3% |
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 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