+35.3%
D vs RRC
+7.9%
+27.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.6% |
| 7D | +0.8% | -1.2% | +2.0% | +0.8% |
| 30D | -0.7% | +9.4% | -10.2% | -1.2% |
| 3M | +2.1% | +7.4% | -5.3% | +1.7% |
| 6M | +6.8% | +1.5% | +5.4% | +6.6% |
| YTD | +16.5% | +19.4% | -2.9% | +15.3% |
| 1Y | +19.2% | +24.2% | -5.1% | +17.6% |
| 3Y | +61.9% | +32.8% | +29.1% | +58.4% |
| 5Y | +6.5% | +152.9% | -146.4% | +0.2% |
| 10Y | +35.3% | +3.9% | +31.4% | +11.6% |
| All | +35.3% | +7.9% | +27.4% | +11.6% |
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