+14,227.5%
COST vs RRC
+1,510.8%
+12,716.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +5.0% | +6.4% | -1.4% | +4.6% |
| 30D | +12.8% | +23.9% | -11.1% | +11.2% |
| 3M | +15.2% | +30.2% | -15.0% | +13.1% |
| 6M | +7.4% | +26.3% | -18.8% | +5.7% |
| YTD | +29.0% | +48.1% | -19.0% | +25.6% |
| 1Y | +20.3% | +37.7% | -17.4% | +17.5% |
| 3Y | +99.0% | +60.3% | +38.7% | +91.4% |
| 5Y | +125.7% | +135.3% | -9.6% | +108.9% |
| 10Y | +775.3% | +73.3% | +702.0% | +674.0% |
| All | +14,227.5% | +1,510.8% | +12,716.7% | +9,916.8% |
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