-25.6%
COMP vs RRC
+129.3%
-154.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.7% | -4.5% | -7.2% |
| 7D | -1.8% | -6.9% | +5.1% | 0.0% |
| 30D | -0.8% | +25.4% | -26.2% | -7.6% |
| 3M | -28.1% | +31.9% | -60.0% | -34.3% |
| 6M | +27.0% | +17.2% | +9.8% | +18.9% |
| YTD | -12.8% | +43.4% | -56.2% | -24.5% |
| 1Y | +4.9% | +36.7% | -31.8% | -8.1% |
| 3Y | +321.0% | +38.8% | +282.2% | +254.1% |
| 5Y | -25.6% | +118.3% | -143.8% | -47.2% |
| All | -25.6% | +129.3% | -154.9% | -47.2% |
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