+29.0%
ALL vs RRC
+20.2%
+8.7%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | -1.7% | -1.2% | -0.5% | -1.7% |
| 30D | -4.7% | +9.4% | -14.1% | -4.9% |
| 3M | +18.4% | +7.4% | +11.0% | +17.9% |
| 6M | +20.5% | +1.5% | +19.0% | +19.7% |
| YTD | +23.5% | +19.4% | +4.1% | +23.1% |
| 1Y | +29.0% | +24.2% | +4.8% | +32.1% |
| All | +29.0% | +20.2% | +8.7% | +32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling