+18.0%
BAC vs RRC
+110.6%
-92.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.2% |
| 7D | -1.2% | -10.8% | +9.6% | +0.7% |
| 30D | -7.7% | +22.3% | -30.0% | -11.2% |
| 3M | -21.2% | +26.6% | -47.8% | -24.8% |
| 6M | -6.8% | +18.9% | -25.8% | -10.3% |
| YTD | -8.7% | +39.2% | -47.9% | -15.2% |
| 1Y | -5.3% | +34.0% | -39.2% | -11.5% |
| 3Y | +87.4% | +42.0% | +45.4% | +70.1% |
| All | +18.0% | +110.6% | -92.7% | +2.3% |
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