+719.1%
B vs RRC
+1,414.2%
-695.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.5% | +0.8% |
| 7D | +9.6% | -10.8% | +20.4% | +10.8% |
| 30D | +3.5% | +22.3% | -18.8% | +1.3% |
| 3M | -1.6% | +26.6% | -28.2% | -4.2% |
| 6M | -1.7% | +18.9% | -20.6% | -3.8% |
| YTD | -5.3% | +39.2% | -44.5% | -9.1% |
| 1Y | +27.2% | +34.0% | -6.7% | +22.6% |
| 3Y | +166.1% | +42.0% | +124.1% | +152.9% |
| 5Y | +136.5% | +111.9% | +24.6% | +110.8% |
| 10Y | +172.2% | +62.8% | +109.4% | +127.1% |
| All | +719.1% | +1,414.2% | -695.0% | +486.0% |
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