+589.0%
A vs RRC
+1,847.3%
-1,258.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.1% |
| 7D | +4.8% | -10.3% | +15.1% | +6.6% |
| 30D | +5.6% | +19.5% | -13.8% | +2.3% |
| 3M | +23.6% | +27.9% | -4.3% | +18.2% |
| 6M | +56.4% | +21.2% | +35.2% | +50.5% |
| YTD | +33.4% | +39.6% | -6.2% | +24.9% |
| 1Y | +23.7% | +31.3% | -7.6% | +16.8% |
| 3Y | +71.0% | +51.9% | +19.1% | +55.7% |
| 5Y | +16.8% | +110.2% | -93.3% | -3.2% |
| 10Y | +323.8% | +56.7% | +267.1% | +215.4% |
| All | +589.0% | +1,847.3% | -1,258.4% | +181.3% |
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