+24.3%
W vs RRC
+44.7%
-20.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -3.5% | +14.5% | +9.6% |
| 7D | +8.4% | -6.8% | +15.1% | +5.7% |
| 30D | +16.5% | +34.7% | -18.2% | +34.0% |
| 3M | +6.4% | +31.5% | -25.1% | +21.6% |
| 6M | +90.5% | +21.8% | +68.8% | +116.1% |
| YTD | +23.1% | +48.9% | -25.8% | +45.9% |
| 1Y | +24.3% | +42.1% | -17.8% | +46.9% |
| All | +24.3% | +44.7% | -20.4% | +46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling