+71.4%
BAC vs RRC
+156.2%
-84.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | +1.1% | +1.3% | -0.2% | +0.9% |
| 30D | -0.4% | +10.1% | -10.5% | -2.1% |
| 3M | +16.9% | +4.0% | +12.9% | +15.8% |
| 6M | +26.6% | +1.6% | +25.0% | +25.6% |
| YTD | +15.8% | +19.7% | -3.9% | +10.9% |
| 1Y | +27.2% | +21.4% | +5.8% | +21.1% |
| 3Y | +132.4% | +29.7% | +102.7% | +115.2% |
| All | +71.4% | +156.2% | -84.8% | +35.8% |
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