+104.4%
BDX vs RRC
+73.1%
+31.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | +2.9% | +6.4% | -3.5% | +2.5% |
| 30D | +15.4% | +23.9% | -8.4% | +13.7% |
| 3M | +20.5% | +30.2% | -9.7% | +18.3% |
| 6M | +53.2% | +26.3% | +26.9% | +50.6% |
| YTD | +45.7% | +48.1% | -2.4% | +41.6% |
| 1Y | +47.3% | +37.7% | +9.6% | +43.7% |
| 3Y | +25.1% | +60.3% | -35.2% | +20.2% |
| 5Y | +27.4% | +135.3% | -107.8% | +18.1% |
| All | +104.4% | +73.1% | +31.4% | +64.0% |
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 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