+208.1%
C vs RRC
+36.3%
+171.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.9% |
| 7D | -2.4% | -10.8% | +8.4% | -0.8% |
| 30D | -6.0% | +22.3% | -28.3% | -9.2% |
| 3M | -10.5% | +26.6% | -37.2% | -14.2% |
| 6M | -5.7% | +18.9% | -24.6% | -8.8% |
| YTD | +4.1% | +39.2% | -35.1% | -4.0% |
| 1Y | +20.5% | +34.0% | -13.5% | +12.0% |
| 3Y | +208.1% | +42.0% | +166.1% | +176.6% |
| All | +208.1% | +36.3% | +171.8% | +176.6% |
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