+54.2%
AR vs RRC
+71.8%
-17.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.9% |
| 7D | +6.4% | +2.5% | +3.9% | +4.2% |
| 30D | +3.1% | +21.1% | -18.0% | -13.6% |
| 3M | +3.3% | +28.4% | -25.1% | -17.4% |
| 6M | +6.6% | +26.5% | -19.9% | -13.5% |
| YTD | +12.3% | +47.0% | -34.7% | -19.0% |
| 1Y | +12.3% | +35.2% | -22.9% | -13.2% |
| 3Y | +50.4% | +61.0% | -10.5% | +4.3% |
| 5Y | +101.0% | +133.6% | -32.6% | +2.8% |
| All | +54.2% | +71.8% | -17.6% | -34.6% |
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