+222.7%
B vs RRC
+72.2%
+150.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.6% |
| 7D | -2.7% | -0.5% | -2.2% | -2.7% |
| 30D | -4.3% | +25.2% | -29.5% | -5.2% |
| 3M | -2.3% | +27.8% | -30.1% | -3.3% |
| 6M | -16.2% | +27.2% | -43.4% | -17.1% |
| YTD | -8.8% | +48.2% | -57.0% | -10.5% |
| 1Y | +11.4% | +34.7% | -23.3% | +9.7% |
| 3Y | +174.3% | +62.2% | +112.1% | +167.5% |
| 5Y | +116.2% | +130.9% | -14.7% | +108.5% |
| 10Y | +222.7% | +73.4% | +149.3% | +239.8% |
| All | +222.7% | +72.2% | +150.6% | +239.8% |
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 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