-49.3%
COMP vs RRC
+384.2%
-433.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.9% | +13.7% | +11.4% |
| 7D | +13.4% | -10.8% | +24.3% | +16.4% |
| 30D | +11.1% | +22.3% | -11.2% | +4.8% |
| 3M | -18.8% | +26.6% | -45.5% | -24.3% |
| 6M | +10.5% | +18.9% | -8.4% | +4.0% |
| YTD | -3.4% | +39.2% | -42.6% | -14.3% |
| 1Y | +19.7% | +34.0% | -14.3% | +7.1% |
| 3Y | +381.6% | +42.0% | +339.6% | +311.1% |
| 5Y | -17.6% | +111.9% | -129.5% | -38.1% |
| All | -49.3% | +384.2% | -433.5% | -66.6% |
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