-3.5%
BAC vs RRC
+38.2%
-41.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | -1.9% | -0.5% | -1.4% | -1.9% |
| 30D | -7.2% | +25.2% | -32.4% | -6.5% |
| 3M | -20.4% | +27.8% | -48.2% | -19.7% |
| 6M | +1.3% | +27.2% | -25.9% | +2.1% |
| YTD | -6.4% | +48.2% | -54.6% | -6.6% |
| 1Y | -3.5% | +34.7% | -38.2% | -1.7% |
| All | -3.5% | +38.2% | -41.7% | -1.7% |
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 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