+76.8%
SPYM vs RRC
+31.0%
+45.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.4% | -1.7% | +1.4% | -0.1% |
| 30D | -1.4% | +3.6% | -5.0% | -1.8% |
| 3M | +3.7% | +8.8% | -5.1% | +2.4% |
| 6M | +13.0% | +0.8% | +12.3% | +12.5% |
| YTD | +12.5% | +19.0% | -6.5% | +8.5% |
| 1Y | +18.6% | +22.9% | -4.3% | +13.3% |
| All | +76.8% | +31.0% | +45.8% | +64.7% |
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