+174.6%
ARM vs RRC
+49.3%
+125.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.9% | +7.7% | +5.7% |
| 7D | -15.2% | -10.8% | -4.4% | -11.8% |
| 30D | -40.7% | +22.3% | -63.0% | -44.9% |
| 3M | -39.1% | +26.6% | -65.7% | -44.5% |
| 6M | -26.4% | +18.9% | -45.3% | -32.0% |
| YTD | +59.7% | +39.2% | +20.6% | +32.2% |
| 1Y | +10.3% | +34.0% | -23.6% | -7.2% |
| 3Y | +228.9% | +42.0% | +186.8% | +137.5% |
| All | +174.6% | +49.3% | +125.3% | +92.2% |
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 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