-49.3%
COMP vs RRC
+415.1%
-464.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.5% |
| 7D | 0.0% | +6.4% | -6.4% | -1.5% |
| 30D | +16.6% | +23.9% | -7.3% | +9.7% |
| 3M | -23.5% | +30.2% | -53.7% | -29.1% |
| 6M | +25.7% | +26.3% | -0.5% | +16.5% |
| YTD | -3.4% | +48.1% | -51.5% | -15.6% |
| 1Y | +7.6% | +37.7% | -30.1% | -4.2% |
| 3Y | +423.6% | +60.3% | +363.3% | +331.7% |
| 5Y | -10.6% | +135.3% | -145.9% | -34.3% |
| All | -49.3% | +415.1% | -464.5% | -67.1% |
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