+2.4%
BB vs RRC
+4.5%
-2.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.5% |
| 7D | +1.8% | -1.7% | +3.6% | +2.2% |
| 30D | -12.2% | +3.6% | -15.8% | -12.9% |
| 3M | -12.3% | +8.8% | -21.2% | -14.1% |
| 6M | +122.7% | +0.8% | +121.9% | +120.6% |
| YTD | +104.5% | +19.0% | +85.5% | +95.2% |
| 1Y | +106.7% | +22.9% | +83.8% | +95.4% |
| 3Y | +70.0% | +32.3% | +37.6% | +56.3% |
| 5Y | -27.8% | +151.6% | -179.3% | -43.7% |
| 10Y | +2.4% | +5.5% | -3.1% | -25.3% |
| All | +2.4% | +4.5% | -2.2% | -25.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling