+98.1%
AGG vs RRC
+911.0%
-812.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +0.1% | -1.2% | +1.3% | +0.1% |
| 30D | -0.4% | +9.4% | -9.8% | -0.3% |
| 3M | -0.3% | +7.4% | -7.7% | -0.2% |
| 6M | -1.2% | +1.5% | -2.7% | -1.2% |
| YTD | -0.4% | +19.4% | -19.7% | -0.3% |
| 1Y | +0.4% | +24.2% | -23.8% | +0.5% |
| 3Y | +13.4% | +32.8% | -19.4% | +13.6% |
| 5Y | -1.4% | +152.9% | -154.3% | -0.8% |
| 10Y | +14.8% | +3.9% | +11.0% | +15.7% |
| All | +98.1% | +911.0% | -812.9% | +102.6% |
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