+208.6%
B vs RRC
+67.7%
+140.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +4.8% | -10.9% | -6.3% |
| 7D | +7.1% | -5.2% | +12.3% | +7.3% |
| 30D | -3.3% | +25.2% | -28.6% | -4.2% |
| 3M | -2.5% | +27.4% | -29.9% | -3.5% |
| 6M | -7.2% | +27.0% | -34.2% | -8.2% |
| YTD | -7.4% | +46.3% | -53.6% | -9.1% |
| 1Y | +16.4% | +37.1% | -20.7% | +14.6% |
| 3Y | +178.7% | +60.2% | +118.5% | +171.9% |
| 5Y | +121.7% | +136.6% | -15.0% | +113.8% |
| 10Y | +208.6% | +68.8% | +139.8% | +225.5% |
| All | +208.6% | +67.7% | +140.9% | +225.5% |
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