+31.8%
BA vs RRC
+59.4%
-27.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.5% | +1.0% |
| 7D | +1.1% | -10.8% | +11.9% | +2.9% |
| 30D | -7.9% | +22.3% | -30.2% | -11.4% |
| 3M | -25.3% | +26.6% | -51.9% | -28.6% |
| 6M | -24.6% | +18.9% | -43.5% | -27.4% |
| YTD | -20.1% | +39.2% | -59.3% | -25.6% |
| 1Y | -11.8% | +34.0% | -45.7% | -17.4% |
| 3Y | -10.1% | +42.0% | -52.1% | -17.8% |
| 5Y | -22.7% | +111.9% | -134.6% | -36.4% |
| All | +31.8% | +59.4% | -27.6% | -13.6% |
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