+23.3%
BA vs RRC
+73.1%
-49.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -1.1% | +6.4% | -7.5% | -2.1% |
| 30D | -7.1% | +23.9% | -31.0% | -10.8% |
| 3M | -25.5% | +30.2% | -55.7% | -29.1% |
| 6M | -28.7% | +26.3% | -55.0% | -32.1% |
| YTD | -21.0% | +48.1% | -69.1% | -27.2% |
| 1Y | -11.9% | +37.7% | -49.5% | -17.9% |
| 3Y | -16.2% | +60.3% | -76.4% | -24.9% |
| 5Y | -22.4% | +135.3% | -157.7% | -37.2% |
| All | +23.3% | +73.1% | -49.7% | -20.4% |
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