+93.1%
DD vs RRC
+51.7%
+41.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.3% | +5.6% | +5.8% |
| 7D | +9.8% | -10.3% | +20.1% | +11.6% |
| 30D | +19.3% | +19.5% | -0.1% | +15.5% |
| 3M | +9.4% | +27.9% | -18.5% | +4.5% |
| 6M | +4.8% | +21.2% | -16.4% | +0.8% |
| YTD | +30.2% | +39.6% | -9.3% | +20.3% |
| 1Y | +32.2% | +31.3% | +0.9% | +23.7% |
| 3Y | +93.1% | +51.9% | +41.2% | +73.3% |
| All | +93.1% | +51.7% | +41.4% | +73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling