+3,716.0%
ALL vs RRC
+1,072.0%
+2,644.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -1.2% |
| 7D | 0.0% | +1.3% | -1.3% | -0.1% |
| 30D | -1.5% | +10.1% | -11.6% | -2.6% |
| 3M | +23.6% | +4.0% | +19.6% | +22.9% |
| 6M | +22.3% | +1.6% | +20.8% | +21.8% |
| YTD | +26.5% | +19.7% | +6.8% | +23.4% |
| 1Y | +27.0% | +21.4% | +5.6% | +23.4% |
| 3Y | +149.6% | +29.7% | +119.9% | +137.6% |
| 5Y | +118.1% | +153.9% | -35.8% | +86.3% |
| 10Y | +369.0% | +10.8% | +358.2% | +292.6% |
| All | +3,716.0% | +1,072.0% | +2,644.0% | +2,421.7% |
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