-36.1%
AUR vs RRC
+150.0%
-186.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -3.0% | -2.7% |
| 7D | +0.2% | -1.2% | +1.3% | +0.5% |
| 30D | -8.9% | +3.0% | -11.9% | -9.8% |
| 3M | +4.6% | +7.3% | -2.7% | +1.9% |
| 6M | +44.9% | +3.6% | +41.3% | +41.6% |
| YTD | +64.8% | +19.4% | +45.5% | +53.7% |
| 1Y | +16.4% | +21.4% | -5.1% | +7.4% |
| 3Y | +85.1% | +32.8% | +52.3% | +65.7% |
| 5Y | -36.1% | +152.0% | -188.1% | -44.4% |
| All | -36.1% | +150.0% | -186.1% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling