-19.6%
UUUU vs RRC
+60.0%
-79.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.1% | -1.5% |
| 7D | -1.1% | +6.4% | -7.4% | -2.4% |
| 30D | -21.0% | +23.9% | -44.9% | -24.6% |
| 3M | -54.8% | +30.2% | -85.0% | -57.4% |
| 6M | -67.3% | +26.3% | -93.6% | -69.1% |
| YTD | -54.7% | +48.1% | -102.8% | -59.6% |
| 1Y | -57.4% | +37.7% | -95.1% | -61.2% |
| 3Y | -19.6% | +60.3% | -79.9% | -36.6% |
| All | -19.6% | +60.0% | -79.6% | -36.6% |
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 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