+23.8%
ALC vs RRC
+305.3%
-281.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -2.1% | +1.3% | -3.4% | -2.2% |
| 30D | -0.1% | +10.1% | -10.2% | -0.8% |
| 3M | +5.9% | +4.0% | +1.9% | +5.5% |
| 6M | -15.9% | +1.6% | -17.5% | -16.1% |
| YTD | -10.1% | +19.7% | -29.8% | -11.5% |
| 1Y | -10.2% | +21.4% | -31.6% | -11.8% |
| 3Y | -13.6% | +29.7% | -43.2% | -16.0% |
| 5Y | -15.1% | +153.9% | -169.0% | -21.6% |
| All | +23.8% | +305.3% | -281.5% | +1.0% |
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