-14.1%
AU vs RRC
+26.9%
-41.0%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.4% |
| 7D | -7.2% | +6.4% | -13.6% | -6.3% |
| 30D | -2.9% | +23.9% | -26.7% | +0.1% |
| 3M | -8.7% | +30.2% | -38.8% | -4.6% |
| 6M | -14.1% | +26.3% | -40.4% | -18.1% |
| All | -14.1% | +26.9% | -41.0% | -18.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling