+391.8%
BAC vs RRC
+7.9%
+383.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +1.2% | -1.2% | +2.4% | +1.4% |
| 30D | -0.7% | +9.4% | -10.2% | -2.5% |
| 3M | +16.9% | +7.4% | +9.5% | +15.0% |
| 6M | +29.6% | +1.5% | +28.1% | +28.5% |
| YTD | +15.3% | +19.4% | -4.1% | +10.3% |
| 1Y | +28.8% | +24.2% | +4.6% | +21.9% |
| 3Y | +136.4% | +32.8% | +103.6% | +117.4% |
| 5Y | +72.9% | +152.9% | -80.0% | +33.2% |
| 10Y | +391.8% | +3.9% | +387.9% | +226.7% |
| All | +391.8% | +7.9% | +383.9% | +226.7% |
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