-66.9%
BAX vs RRC
+153.5%
-220.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.7% |
| 7D | -2.4% | -1.2% | -1.2% | -2.3% |
| 30D | -9.7% | +9.4% | -19.2% | -10.5% |
| 3M | +29.3% | +7.4% | +21.9% | +28.2% |
| 6M | +40.7% | +1.5% | +39.2% | +40.0% |
| YTD | +30.3% | +19.4% | +10.9% | +27.3% |
| 1Y | +3.4% | +24.2% | -20.8% | +0.4% |
| 3Y | -32.0% | +32.8% | -64.8% | -35.1% |
| 5Y | -66.9% | +152.9% | -219.8% | -69.4% |
| All | -66.9% | +153.5% | -220.4% | -69.4% |
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