-5.4%
BR vs RRC
+31.5%
-36.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | -5.9% | -1.2% | -4.7% | -5.8% |
| 30D | +1.9% | +9.4% | -7.5% | +1.0% |
| 3M | +14.7% | +7.4% | +7.3% | +13.8% |
| 6M | -12.8% | +1.5% | -14.2% | -13.2% |
| YTD | -23.0% | +19.4% | -42.4% | -24.8% |
| 1Y | -31.7% | +24.2% | -55.9% | -33.7% |
| All | -5.4% | +31.5% | -36.9% | -10.1% |
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 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