+355.7%
SU vs RRC
+150.0%
+205.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.4% |
| 3M | +11.7% | +7.3% | +4.4% | +8.6% |
| 6M | +21.9% | +3.6% | +18.3% | +20.2% |
| YTD | +58.6% | +19.4% | +39.3% | +48.0% |
| 1Y | +66.5% | +21.4% | +45.1% | +53.3% |
| 3Y | +121.4% | +32.8% | +88.7% | +92.1% |
| 5Y | +355.7% | +152.0% | +203.7% | +194.6% |
| All | +355.7% | +150.0% | +205.8% | +194.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling