+14.3%
BR vs RRC
+60.0%
-45.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | +1.1% | +6.4% | -5.3% | +0.6% |
| 30D | +14.4% | +23.9% | -9.5% | +11.9% |
| 3M | +12.4% | +30.2% | -17.8% | +9.5% |
| 6M | +35.4% | +26.3% | +9.2% | +32.1% |
| YTD | -12.2% | +48.1% | -60.2% | -16.1% |
| 1Y | -12.7% | +37.7% | -50.4% | -15.9% |
| 3Y | +14.3% | +60.3% | -46.0% | +7.5% |
| All | +14.3% | +60.0% | -45.7% | +7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling