-64.7%
CAPR vs RRC
+63.1%
-127.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.3% | +9.2% | +9.4% |
| 7D | +36.0% | -10.3% | +46.4% | +40.3% |
| 30D | +25.8% | +19.5% | +6.3% | +17.7% |
| 3M | +140.8% | +27.9% | +112.9% | +119.7% |
| 6M | -67.6% | +21.2% | -88.7% | -69.6% |
| YTD | -65.9% | +39.6% | -105.4% | -69.5% |
| 1Y | +66.1% | +31.3% | +34.8% | +52.6% |
| 3Y | +256.9% | +51.9% | +204.9% | +206.9% |
| 5Y | +172.1% | +110.2% | +61.9% | +103.8% |
| 10Y | -64.7% | +56.7% | -121.4% | -84.9% |
| All | -64.7% | +63.1% | -127.8% | -84.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling