+11,671.2%
COST vs RRC
+1,198.8%
+10,472.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -3.2% | -1.2% | -2.0% | -3.1% |
| 30D | -4.0% | +9.4% | -13.4% | -4.5% |
| 3M | -6.5% | +7.4% | -13.9% | -6.9% |
| 6M | -8.5% | +1.5% | -10.0% | -8.7% |
| YTD | +6.0% | +19.4% | -13.4% | +4.7% |
| 1Y | -5.8% | +24.2% | -30.0% | -7.3% |
| 3Y | +71.8% | +32.8% | +39.0% | +67.3% |
| 5Y | +106.2% | +152.9% | -46.7% | +90.1% |
| 10Y | +602.0% | +3.9% | +598.2% | +541.1% |
| All | +11,671.2% | +1,198.8% | +10,472.4% | +8,252.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling