-30.6%
AR vs RRC
-30.9%
+0.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | +1.5% |
| 7D | -14.3% | -10.8% | -3.4% | -6.2% |
| 30D | +1.4% | +22.3% | -20.9% | -14.9% |
| 3M | +3.4% | +26.6% | -23.2% | -15.3% |
| 6M | -2.1% | +18.9% | -21.0% | -15.6% |
| YTD | +4.7% | +39.2% | -34.5% | -19.8% |
| 1Y | +10.6% | +34.0% | -23.4% | -12.6% |
| 3Y | +24.6% | +42.0% | -17.4% | -2.5% |
| 5Y | +71.9% | +111.9% | -40.0% | -0.7% |
| 10Y | +46.4% | +62.8% | -16.4% | -25.3% |
| All | -30.6% | -30.9% | +0.3% | -40.9% |
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