+113.6%
C vs RRC
+134.0%
-20.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.2% |
| 7D | +4.2% | +6.4% | -2.2% | +3.0% |
| 30D | +2.0% | +23.9% | -21.9% | -2.4% |
| 3M | -10.1% | +30.2% | -40.3% | -14.9% |
| 6M | +1.0% | +26.3% | -25.3% | -4.1% |
| YTD | +8.5% | +48.1% | -39.6% | -1.2% |
| 1Y | +25.7% | +37.7% | -11.9% | +16.2% |
| 3Y | +216.0% | +60.3% | +155.7% | +177.4% |
| All | +113.6% | +134.0% | -20.4% | +71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling