+356.8%
ACWI vs RRC
-26.8%
+383.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.1% |
| 7D | +0.5% | +1.3% | -0.8% | +0.3% |
| 30D | +0.9% | +10.1% | -9.3% | -0.8% |
| 3M | +2.4% | +4.0% | -1.6% | +1.5% |
| 6M | +12.4% | +1.6% | +10.8% | +11.5% |
| YTD | +15.2% | +19.7% | -4.5% | +10.9% |
| 1Y | +22.7% | +21.4% | +1.3% | +17.5% |
| 3Y | +75.8% | +29.7% | +46.1% | +63.8% |
| 5Y | +67.7% | +153.9% | -86.1% | +32.6% |
| 10Y | +229.0% | +10.8% | +218.2% | +171.7% |
| All | +356.8% | -26.8% | +383.6% | +194.9% |
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