+1,113.1%
BBWI vs RRC
+1,418.2%
-305.1%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | -6.2% | -10.3% | +4.2% | -5.0% |
| 30D | +25.5% | +19.5% | +6.0% | +22.8% |
| 3M | +8.0% | +27.9% | -19.9% | +4.8% |
| 6M | +12.7% | +21.2% | -8.5% | +9.7% |
| YTD | +11.6% | +39.6% | -27.9% | +6.7% |
| 1Y | -0.9% | +31.3% | -32.2% | -4.7% |
| 3Y | -22.7% | +51.9% | -74.6% | -27.2% |
| 5Y | -67.2% | +110.2% | -177.3% | -70.6% |
| 10Y | -43.7% | +56.7% | -100.4% | -53.5% |
| All | +1,113.1% | +1,418.2% | -305.1% | +822.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling