+233.0%
BAC vs RRC
+72.2%
+160.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | -1.9% | -0.5% | -1.4% | -1.8% |
| 30D | -7.2% | +25.2% | -32.4% | -11.5% |
| 3M | -20.4% | +27.8% | -48.2% | -24.6% |
| 6M | +1.3% | +27.2% | -25.9% | -4.2% |
| YTD | -6.4% | +48.2% | -54.6% | -14.6% |
| 1Y | -3.5% | +34.7% | -38.2% | -10.3% |
| 3Y | +96.7% | +62.2% | +34.5% | +73.3% |
| 5Y | +20.6% | +130.9% | -110.3% | -5.3% |
| 10Y | +233.0% | +73.4% | +159.6% | +102.6% |
| All | +233.0% | +72.2% | +160.8% | +102.6% |
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