+114.8%
ALL vs RRC
+153.5%
-38.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | -1.7% | -1.2% | -0.5% | -1.6% |
| 30D | -4.7% | +9.4% | -14.1% | -5.7% |
| 3M | +18.4% | +7.4% | +11.0% | +17.3% |
| 6M | +20.5% | +1.5% | +19.0% | +20.0% |
| YTD | +23.5% | +19.4% | +4.1% | +20.4% |
| 1Y | +29.0% | +24.2% | +4.8% | +24.7% |
| 3Y | +153.7% | +32.8% | +120.9% | +139.8% |
| 5Y | +114.8% | +152.9% | -38.1% | +91.0% |
| All | +114.8% | +153.5% | -38.7% | +91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling