+41.8%
AR vs RRC
+7.9%
+33.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.6% |
| 7D | -1.8% | -1.2% | -0.6% | -0.9% |
| 30D | +12.6% | +9.4% | +3.2% | +4.7% |
| 3M | +10.0% | +7.4% | +2.6% | +3.9% |
| 6M | +0.6% | +1.5% | -0.8% | 0.0% |
| YTD | +13.4% | +19.4% | -6.0% | -1.1% |
| 1Y | +21.7% | +24.2% | -2.5% | +2.7% |
| 3Y | +45.8% | +32.8% | +13.0% | +21.0% |
| 5Y | +144.3% | +152.9% | -8.7% | +20.7% |
| 10Y | +41.8% | +3.9% | +37.9% | -13.7% |
| All | +41.8% | +7.9% | +33.9% | -13.7% |
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 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