+803.7%
B vs RRC
+1,202.2%
-398.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -1.6% | +1.3% | -2.9% | -1.7% |
| 30D | +9.4% | +10.1% | -0.7% | +8.3% |
| 3M | +5.0% | +4.0% | +1.0% | +4.4% |
| 6M | -3.5% | +1.6% | -5.1% | -4.1% |
| YTD | +4.5% | +19.7% | -15.3% | +2.1% |
| 1Y | +67.8% | +21.4% | +46.4% | +63.5% |
| 3Y | +196.7% | +29.7% | +167.0% | +184.9% |
| 5Y | +151.9% | +153.9% | -1.9% | +120.6% |
| 10Y | +202.2% | +10.8% | +191.3% | +163.5% |
| All | +803.7% | +1,202.2% | -398.5% | +558.0% |
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