-67.1%
BAX vs RRC
+154.4%
-221.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | -5.1% | -1.7% | -3.4% | -4.9% |
| 30D | -12.2% | +3.6% | -15.8% | -12.5% |
| 3M | +21.8% | +8.8% | +13.0% | +20.7% |
| 6M | +36.3% | +0.8% | +35.5% | +35.8% |
| YTD | +27.8% | +19.0% | +8.8% | +24.9% |
| 1Y | -0.1% | +22.9% | -23.0% | -2.8% |
| 3Y | -33.3% | +32.3% | -65.6% | -36.3% |
| 5Y | -67.1% | +151.6% | -218.6% | -69.5% |
| All | -67.1% | +154.4% | -221.4% | -69.5% |
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