+3,094.0%
SPY vs RRC
+1,623.5%
+1,470.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | +0.1% | +1.3% | -1.2% | 0.0% |
| 30D | +0.1% | +10.1% | -10.1% | -1.1% |
| 3M | +2.0% | +4.0% | -2.0% | +1.4% |
| 6M | +13.0% | +1.6% | +11.4% | +12.4% |
| YTD | +13.5% | +19.7% | -6.2% | +10.6% |
| 1Y | +20.0% | +21.4% | -1.4% | +16.4% |
| 3Y | +77.2% | +29.7% | +47.5% | +69.0% |
| 5Y | +81.9% | +153.9% | -72.0% | +55.8% |
| 10Y | +314.1% | +10.8% | +303.2% | +248.2% |
| All | +3,094.0% | +1,623.5% | +1,470.6% | +1,976.1% |
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 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