-34.9%
AUR vs RRC
+277.9%
-312.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +2.9% | +2.8% |
| 7D | +19.2% | -1.2% | +20.4% | +19.6% |
| 30D | -7.8% | +9.4% | -17.2% | -10.1% |
| 3M | +4.0% | +7.4% | -3.4% | +1.6% |
| 6M | +45.0% | +1.5% | +43.5% | +43.0% |
| YTD | +69.5% | +19.4% | +50.1% | +59.4% |
| 1Y | +13.0% | +24.2% | -11.2% | +4.7% |
| 3Y | +90.4% | +32.8% | +57.6% | +73.1% |
| 5Y | -34.2% | +152.9% | -187.1% | -41.3% |
| All | -34.9% | +277.9% | -312.8% | -41.7% |
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 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