-25.9%
BBWI vs RRC
+36.3%
-62.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.3% | -2.7% |
| 7D | -6.2% | -10.8% | +4.6% | -4.1% |
| 30D | +19.9% | +22.3% | -2.4% | +14.5% |
| 3M | +7.1% | +26.6% | -19.5% | +1.3% |
| 6M | +13.7% | +18.9% | -5.3% | +8.6% |
| YTD | +9.6% | +39.2% | -29.6% | -2.2% |
| 1Y | -1.6% | +34.0% | -35.6% | -11.0% |
| 3Y | -25.9% | +42.0% | -67.9% | -37.0% |
| All | -25.9% | +36.3% | -62.1% | -37.0% |
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 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