+73.9%
BA vs RRC
+5.5%
+68.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | +1.2% | +1.3% | -0.1% | +0.9% |
| 30D | -11.6% | +10.1% | -21.8% | -13.1% |
| 3M | -2.4% | +4.0% | -6.4% | -3.3% |
| 6M | -6.6% | +1.6% | -8.2% | -7.5% |
| YTD | -2.2% | +19.7% | -22.0% | -6.1% |
| 1Y | -8.0% | +21.4% | -29.4% | -12.1% |
| 3Y | -5.0% | +29.7% | -34.7% | -11.4% |
| 5Y | -2.7% | +153.9% | -156.6% | -22.1% |
| All | +73.9% | +5.5% | +68.4% | +23.9% |
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