-19.0%
BAX vs RRC
+60.0%
-79.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +0.1% | +6.4% | -6.3% | -0.5% |
| 30D | +4.1% | +23.9% | -19.8% | +1.6% |
| 3M | -4.5% | +30.2% | -34.7% | -7.4% |
| 6M | +49.2% | +26.3% | +23.0% | +45.2% |
| YTD | +35.2% | +48.1% | -12.8% | +27.9% |
| 1Y | +38.3% | +37.7% | +0.6% | +32.2% |
| 3Y | -19.0% | +60.3% | -79.3% | -27.3% |
| All | -19.0% | +60.0% | -79.0% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling