-17.6%
BB vs RRC
+111.3%
-128.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.4% |
| 7D | +15.0% | -10.3% | +25.3% | +17.5% |
| 30D | +3.5% | +19.5% | -16.0% | -0.9% |
| 3M | +2.7% | +27.9% | -25.2% | -3.4% |
| 6M | +44.7% | +21.2% | +23.6% | +37.4% |
| YTD | +143.3% | +39.6% | +103.7% | +120.9% |
| 1Y | +102.2% | +31.3% | +70.9% | +86.0% |
| 3Y | +156.1% | +51.9% | +104.2% | +124.9% |
| 5Y | -17.6% | +110.2% | -127.8% | -30.0% |
| All | -17.6% | +111.3% | -128.9% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling