+29.3%
BB vs RRC
+72.2%
-42.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.6% | +2.6% |
| 7D | +7.3% | -0.5% | +7.8% | +7.4% |
| 30D | +11.2% | +25.2% | -14.0% | +5.9% |
| 3M | +4.7% | +27.8% | -23.1% | -0.9% |
| 6M | +51.1% | +27.2% | +23.9% | +42.7% |
| YTD | +148.0% | +48.2% | +99.9% | +125.5% |
| 1Y | +106.1% | +34.7% | +71.4% | +90.8% |
| 3Y | +158.2% | +62.2% | +96.0% | +127.7% |
| 5Y | -10.8% | +130.9% | -141.7% | -29.6% |
| 10Y | +29.3% | +73.4% | -44.1% | -18.2% |
| All | +29.3% | +72.2% | -42.9% | -18.2% |
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