+156.1%
BB vs RRC
+51.7%
+104.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.4% |
| 7D | +15.0% | -10.3% | +25.3% | +17.4% |
| 30D | +3.5% | +19.5% | -16.0% | -0.8% |
| 3M | +2.7% | +27.9% | -25.2% | -3.4% |
| 6M | +44.7% | +21.2% | +23.6% | +37.5% |
| YTD | +143.3% | +39.6% | +103.7% | +117.9% |
| 1Y | +102.2% | +31.3% | +70.9% | +84.3% |
| 3Y | +156.1% | +51.9% | +104.2% | +133.1% |
| All | +156.1% | +51.7% | +104.4% | +133.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling