+2,271.9%
D vs RRC
+1,202.2%
+1,069.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.4% |
| 7D | +0.4% | +1.3% | -0.9% | +0.4% |
| 30D | -3.6% | +10.1% | -13.7% | -4.1% |
| 3M | -1.0% | +4.0% | -5.0% | -1.3% |
| 6M | +6.3% | +1.6% | +4.7% | +6.0% |
| YTD | +14.7% | +19.7% | -5.0% | +13.4% |
| 1Y | +16.9% | +21.4% | -4.5% | +15.3% |
| 3Y | +56.8% | +29.7% | +27.1% | +53.2% |
| 5Y | +5.2% | +153.9% | -148.7% | -2.5% |
| 10Y | +35.9% | +10.8% | +25.0% | +23.4% |
| All | +2,271.9% | +1,202.2% | +1,069.7% | +1,861.1% |
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