+66.5%
DD vs RRC
+4.5%
+62.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | -3.8% | -1.7% | -2.0% | -3.5% |
| 30D | -9.2% | +3.6% | -12.8% | -9.8% |
| 3M | -9.0% | +8.8% | -17.8% | -10.5% |
| 6M | -5.0% | +0.8% | -5.7% | -5.6% |
| YTD | +7.4% | +19.0% | -11.6% | +3.3% |
| 1Y | +35.1% | +22.9% | +12.2% | +28.9% |
| 3Y | +43.2% | +32.3% | +10.9% | +33.0% |
| 5Y | +59.6% | +151.6% | -91.9% | +27.7% |
| 10Y | +66.5% | +5.5% | +61.0% | +13.8% |
| All | +66.5% | +4.5% | +62.0% | +13.8% |
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 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