+874.4%
BAX vs RRC
+1,414.2%
-539.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.5% | +0.7% |
| 7D | +12.1% | -10.8% | +22.9% | +12.8% |
| 30D | +7.6% | +22.3% | -14.7% | +6.3% |
| 3M | -4.5% | +26.6% | -31.1% | -5.8% |
| 6M | +52.0% | +18.9% | +33.1% | +50.3% |
| YTD | +35.1% | +39.2% | -4.1% | +32.3% |
| 1Y | +43.7% | +34.0% | +9.8% | +40.9% |
| 3Y | -20.9% | +42.0% | -63.0% | -23.1% |
| 5Y | -63.5% | +111.9% | -175.4% | -65.7% |
| 10Y | -36.0% | +62.8% | -98.8% | -42.5% |
| All | +874.4% | +1,414.2% | -539.8% | +679.3% |
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 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