+641.7%
BE vs RRC
+240.8%
+400.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.8% | -9.2% | -5.8% |
| 7D | -13.4% | -5.2% | -8.2% | -11.9% |
| 30D | -33.9% | +25.2% | -59.1% | -38.5% |
| 3M | -12.0% | +27.4% | -39.4% | -18.9% |
| 6M | -29.0% | +27.0% | -56.0% | -35.2% |
| YTD | +113.4% | +46.3% | +67.1% | +84.2% |
| 1Y | +33.2% | +37.1% | -3.9% | +17.1% |
| 3Y | +1,659.2% | +60.2% | +1,599.0% | +1,372.6% |
| 5Y | +461.4% | +136.6% | +324.7% | +299.1% |
| All | +641.7% | +240.8% | +400.9% | +262.1% |
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