+788.4%
AU vs RRC
+912.1%
-123.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.5% | -2.2% |
| 7D | -3.6% | +1.3% | -4.9% | -3.8% |
| 30D | +23.9% | +10.1% | +13.8% | +22.1% |
| 3M | +19.1% | +4.0% | +15.1% | +18.2% |
| 6M | -0.2% | +1.6% | -1.7% | -1.1% |
| YTD | +32.5% | +19.7% | +12.8% | +27.9% |
| 1Y | +96.9% | +21.4% | +75.5% | +89.4% |
| 3Y | +614.7% | +29.7% | +585.1% | +572.0% |
| 5Y | +647.7% | +153.9% | +493.8% | +514.6% |
| 10Y | +679.2% | +10.8% | +668.4% | +551.3% |
| All | +788.4% | +912.1% | -123.7% | +422.8% |
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