+1,172.5%
BR vs RRC
+41.9%
+1,130.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.3% |
| 7D | -5.3% | +1.3% | -6.6% | -5.4% |
| 30D | +6.4% | +10.1% | -3.7% | +5.1% |
| 3M | +13.6% | +4.0% | +9.6% | +13.0% |
| 6M | -6.7% | +1.6% | -8.3% | -7.2% |
| YTD | -21.1% | +19.7% | -40.8% | -23.3% |
| 1Y | -29.6% | +21.4% | -51.0% | -31.8% |
| 3Y | -2.4% | +29.7% | -32.0% | -7.6% |
| 5Y | +11.2% | +153.9% | -142.6% | -6.8% |
| 10Y | +191.8% | +10.8% | +181.0% | +146.7% |
| All | +1,172.5% | +41.9% | +1,130.6% | +757.5% |
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 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