+370.0%
ALL vs RRC
+71.8%
+298.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | 0.0% | +2.5% | -2.5% | -0.3% |
| 30D | +12.8% | +21.1% | -8.3% | +10.5% |
| 3M | +4.7% | +28.4% | -23.7% | +1.8% |
| 6M | +24.9% | +26.5% | -1.5% | +21.6% |
| YTD | +30.0% | +47.0% | -17.0% | +24.4% |
| 1Y | +29.9% | +35.2% | -5.3% | +25.3% |
| 3Y | +117.5% | +61.0% | +56.6% | +103.9% |
| 5Y | +161.7% | +133.6% | +28.1% | +131.8% |
| All | +370.0% | +71.8% | +298.1% | +243.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling