-21.1%
BA vs RRC
+114.1%
-135.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -1.7% | -10.3% | +8.6% | -0.1% |
| 30D | -9.5% | +19.5% | -28.9% | -12.6% |
| 3M | -26.5% | +27.9% | -54.4% | -29.9% |
| 6M | -27.4% | +21.2% | -48.5% | -30.4% |
| YTD | -20.6% | +39.6% | -60.2% | -26.4% |
| 1Y | -11.4% | +31.3% | -42.7% | -17.2% |
| 3Y | -10.8% | +51.9% | -62.8% | -20.1% |
| All | -21.1% | +114.1% | -135.2% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling