+145.0%
ALL vs RRC
+110.6%
+34.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.9% | -1.5% | -4.1% |
| 7D | -1.9% | -10.8% | +8.9% | -0.7% |
| 30D | +13.8% | +22.3% | -8.5% | +10.8% |
| 3M | -7.0% | +26.6% | -33.6% | -9.9% |
| 6M | +18.0% | +18.9% | -0.9% | +15.1% |
| YTD | +24.2% | +39.2% | -15.0% | +18.4% |
| 1Y | +31.2% | +34.0% | -2.8% | +25.6% |
| 3Y | +107.5% | +42.0% | +65.5% | +94.5% |
| All | +145.0% | +110.6% | +34.4% | +127.8% |
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