-1.4%
BDX vs RRC
+154.4%
-155.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.0% |
| 7D | -3.6% | -1.7% | -1.8% | -3.4% |
| 30D | +0.7% | +3.6% | -2.9% | +0.4% |
| 3M | +19.0% | +8.8% | +10.1% | +18.2% |
| 6M | +10.8% | +0.8% | +10.0% | +10.5% |
| YTD | +20.1% | +19.0% | +1.2% | +18.4% |
| 1Y | +23.1% | +22.9% | +0.1% | +21.0% |
| 3Y | -8.8% | +32.3% | -41.1% | -11.2% |
| 5Y | -1.4% | +151.6% | -153.0% | -2.8% |
| All | -1.4% | +154.4% | -155.8% | -2.8% |
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