+28.8%
BAC vs RRC
+20.2%
+8.6%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +1.2% | -1.2% | +2.4% | +1.1% |
| 30D | -0.7% | +9.4% | -10.2% | -0.6% |
| 3M | +16.9% | +7.4% | +9.5% | +17.1% |
| 6M | +29.6% | +1.5% | +28.1% | +29.2% |
| YTD | +15.3% | +19.4% | -4.1% | +13.1% |
| 1Y | +28.8% | +24.2% | +4.6% | +30.6% |
| All | +28.8% | +20.2% | +8.6% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling