-24.2%
AR vs RRC
-40.6%
+16.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | 0.0% |
| 7D | +2.5% | +1.3% | +1.2% | +1.5% |
| 30D | +14.8% | +10.1% | +4.7% | +6.6% |
| 3M | +6.2% | +4.0% | +2.2% | +3.2% |
| 6M | +4.3% | +1.6% | +2.7% | +3.6% |
| YTD | +14.4% | +19.7% | -5.3% | +0.2% |
| 1Y | +21.3% | +21.4% | -0.1% | +5.2% |
| 3Y | +39.8% | +29.7% | +10.1% | +19.6% |
| 5Y | +142.1% | +153.9% | -11.8% | +24.7% |
| 10Y | +52.0% | +10.8% | +41.2% | +2.0% |
| All | -24.2% | -40.6% | +16.4% | -26.2% |
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 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