+6,251.9%
BDX vs RRC
+1,499.3%
+4,752.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.6% |
| 7D | +1.0% | +2.5% | -1.5% | +0.9% |
| 30D | +15.1% | +21.1% | -6.0% | +14.0% |
| 3M | +18.2% | +28.4% | -10.2% | +16.7% |
| 6M | +48.1% | +26.5% | +21.7% | +46.2% |
| YTD | +44.1% | +47.0% | -2.9% | +41.2% |
| 1Y | +46.4% | +35.2% | +11.2% | +43.9% |
| 3Y | +24.4% | +61.0% | -36.6% | +20.8% |
| 5Y | +26.1% | +133.6% | -107.5% | +19.0% |
| 10Y | +93.3% | +72.1% | +21.2% | +75.0% |
| All | +6,251.9% | +1,499.3% | +4,752.6% | +5,244.7% |
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