+43.8%
D vs RRC
+63.1%
-19.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +0.8% | -10.3% | +11.1% | +1.3% |
| 30D | +10.7% | +19.5% | -8.8% | +9.6% |
| 3M | +2.3% | +27.9% | -25.6% | +0.9% |
| 6M | +12.5% | +21.2% | -8.7% | +11.2% |
| YTD | +20.1% | +39.6% | -19.5% | +17.8% |
| 1Y | +15.6% | +31.3% | -15.7% | +13.6% |
| 3Y | +75.2% | +51.9% | +23.2% | +70.1% |
| 5Y | +14.6% | +110.2% | -95.6% | +8.5% |
| 10Y | +43.8% | +56.7% | -12.9% | +12.4% |
| All | +43.8% | +63.1% | -19.3% | +12.4% |
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