+568.3%
A vs RRC
+1,842.2%
-1,273.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.7% | +2.2% |
| 7D | -0.1% | -10.8% | +10.8% | +1.8% |
| 30D | +3.4% | +22.3% | -19.0% | -0.3% |
| 3M | +23.8% | +26.6% | -2.8% | +18.6% |
| 6M | +49.0% | +18.9% | +30.1% | +43.8% |
| YTD | +29.4% | +39.2% | -9.8% | +21.2% |
| 1Y | +19.4% | +34.0% | -14.6% | +12.4% |
| 3Y | +66.2% | +42.0% | +24.2% | +52.9% |
| 5Y | +15.8% | +111.9% | -96.1% | -4.2% |
| 10Y | +326.1% | +62.8% | +263.3% | +214.4% |
| All | +568.3% | +1,842.2% | -1,273.9% | +173.0% |
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