+131.9%
AS vs RRC
+81.7%
+50.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.6% |
| 7D | -3.0% | -0.5% | -2.6% | -3.0% |
| 30D | +9.6% | +25.2% | -15.7% | +4.8% |
| 3M | -8.2% | +27.8% | -36.0% | -12.7% |
| 6M | -9.9% | +27.2% | -37.1% | -14.5% |
| YTD | -16.8% | +48.2% | -65.0% | -26.0% |
| 1Y | +3.0% | +34.7% | -31.7% | -5.5% |
| All | +131.9% | +81.7% | +50.3% | +103.7% |
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