+875.9%
BAX vs RRC
+1,202.2%
-326.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.1% |
| 7D | -1.1% | +1.3% | -2.5% | -1.2% |
| 30D | -5.5% | +10.1% | -15.6% | -6.0% |
| 3M | +33.5% | +4.0% | +29.5% | +33.2% |
| 6M | +35.9% | +1.6% | +34.3% | +35.5% |
| YTD | +35.4% | +19.7% | +15.6% | +33.7% |
| 1Y | +9.8% | +21.4% | -11.7% | +8.3% |
| 3Y | -32.7% | +29.7% | -62.4% | -34.2% |
| 5Y | -65.6% | +153.9% | -219.4% | -67.9% |
| 10Y | -34.9% | +10.8% | -45.7% | -40.2% |
| All | +875.9% | +1,202.2% | -326.3% | +688.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling