+125.4%
SU vs RRC
+31.5%
+93.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.3% |
| 7D | +1.7% | -1.2% | +2.8% | +2.1% |
| 30D | +9.6% | +3.0% | +6.7% | +8.3% |
| 3M | +11.7% | +7.3% | +4.4% | +8.4% |
| 6M | +21.9% | +3.6% | +18.3% | +20.1% |
| YTD | +58.6% | +19.4% | +39.3% | +47.7% |
| 1Y | +66.5% | +21.4% | +45.1% | +52.6% |
| All | +125.4% | +31.5% | +93.9% | +88.1% |
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