-14.9%
A vs RRC
+153.5%
-168.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | -2.1% | -1.2% | -0.9% | -1.9% |
| 30D | +0.6% | +9.4% | -8.8% | -0.6% |
| 3M | +10.9% | +7.4% | +3.5% | +9.7% |
| 6M | +28.2% | +1.5% | +26.7% | +27.4% |
| YTD | +8.6% | +19.4% | -10.8% | +5.2% |
| 1Y | +15.5% | +24.2% | -8.7% | +11.1% |
| 3Y | +31.8% | +32.8% | -1.0% | +24.5% |
| 5Y | -14.9% | +152.9% | -167.8% | -21.2% |
| All | -14.9% | +153.5% | -168.4% | -21.2% |
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