-39.0%
U vs RRC
+464.0%
-503.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -3.8% | +1.3% | -5.1% | -4.1% |
| 30D | +17.5% | +10.1% | +7.3% | +15.1% |
| 3M | +38.7% | +4.0% | +34.7% | +37.2% |
| 6M | +104.4% | +1.6% | +102.8% | +102.3% |
| YTD | -5.7% | +19.7% | -25.4% | -10.5% |
| 1Y | +3.7% | +21.4% | -17.7% | -2.6% |
| 3Y | +12.3% | +29.7% | -17.3% | +2.8% |
| 5Y | -68.8% | +153.9% | -222.7% | -74.7% |
| All | -39.0% | +464.0% | -503.1% | -53.0% |
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