-21.0%
Z vs RRC
+57.4%
-78.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +4.8% | -10.3% | -6.3% |
| 7D | -6.5% | -5.2% | -1.3% | -5.7% |
| 30D | -0.1% | +25.2% | -25.3% | -4.5% |
| 3M | -14.1% | +27.4% | -41.5% | -18.3% |
| 6M | -30.1% | +27.0% | -57.0% | -33.6% |
| YTD | -57.5% | +46.3% | -103.8% | -61.4% |
| 1Y | -60.3% | +37.1% | -97.4% | -63.3% |
| 3Y | -21.0% | +60.2% | -81.2% | -34.0% |
| All | -21.0% | +57.4% | -78.4% | -34.0% |
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 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