+330.0%
ACWI vs RRC
-14.9%
+344.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.4% |
| 7D | -2.4% | -10.8% | +8.5% | -0.5% |
| 30D | -5.2% | +22.3% | -27.5% | -8.6% |
| 3M | -4.8% | +26.6% | -31.4% | -9.0% |
| 6M | -1.3% | +18.9% | -20.2% | -4.9% |
| YTD | +8.4% | +39.2% | -30.8% | +1.3% |
| 1Y | +11.0% | +34.0% | -22.9% | +4.3% |
| 3Y | +70.6% | +42.0% | +28.5% | +56.2% |
| 5Y | +55.3% | +111.9% | -56.6% | +27.0% |
| 10Y | +223.2% | +62.8% | +160.4% | +144.3% |
| All | +330.0% | -14.9% | +344.8% | +169.5% |
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