-62.5%
BAX vs RRC
+111.3%
-173.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.4% |
| 7D | +9.0% | -10.3% | +19.4% | +10.2% |
| 30D | +8.5% | +19.5% | -11.0% | +6.3% |
| 3M | -4.1% | +27.9% | -32.0% | -6.7% |
| 6M | +46.9% | +21.2% | +25.8% | +43.6% |
| YTD | +38.4% | +39.6% | -1.2% | +32.7% |
| 1Y | +47.0% | +31.3% | +15.7% | +41.8% |
| 3Y | -14.9% | +51.9% | -66.9% | -20.1% |
| 5Y | -62.5% | +110.2% | -172.7% | -65.5% |
| All | -62.5% | +111.3% | -173.8% | -65.5% |
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