-50.2%
COMP vs RRC
+411.5%
-461.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.4% | -2.0% |
| 7D | +8.9% | +2.5% | +6.4% | +8.1% |
| 30D | +14.0% | +21.1% | -7.2% | +7.8% |
| 3M | -21.1% | +28.4% | -49.5% | -26.7% |
| 6M | +20.1% | +26.5% | -6.4% | +11.2% |
| YTD | -5.0% | +47.0% | -52.0% | -16.8% |
| 1Y | +5.7% | +35.2% | -29.5% | -5.5% |
| 3Y | +412.2% | +61.0% | +351.3% | +321.5% |
| 5Y | -12.1% | +133.6% | -145.7% | -35.2% |
| All | -50.2% | +411.5% | -461.6% | -67.6% |
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 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