+265.0%
C vs RRC
+31.1%
+233.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | +3.6% | +1.3% | +2.3% | +3.4% |
| 30D | +0.1% | +10.1% | -10.1% | -1.7% |
| 3M | +2.4% | +4.0% | -1.6% | +1.5% |
| 6M | +24.9% | +1.6% | +23.3% | +23.7% |
| YTD | +19.8% | +19.7% | +0.1% | +13.4% |
| 1Y | +44.9% | +21.4% | +23.4% | +35.8% |
| All | +265.0% | +31.1% | +233.9% | +223.4% |
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