+74.2%
AR vs RRC
+110.6%
-36.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | +1.9% |
| 7D | -14.3% | -10.8% | -3.4% | -4.7% |
| 30D | +1.4% | +22.3% | -20.9% | -17.9% |
| 3M | +3.4% | +26.6% | -23.2% | -18.8% |
| 6M | -2.1% | +18.9% | -21.0% | -18.4% |
| YTD | +4.7% | +39.2% | -34.5% | -24.3% |
| 1Y | +10.6% | +34.0% | -23.4% | -17.2% |
| 3Y | +24.6% | +42.0% | -17.4% | -9.3% |
| All | +74.2% | +110.6% | -36.4% | -7.2% |
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