+47.0%
DD vs RRC
+32.7%
+14.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -0.6% | -1.2% | +0.6% | -0.4% |
| 30D | -7.4% | +9.4% | -16.9% | -8.9% |
| 3M | -6.4% | +7.4% | -13.8% | -7.8% |
| 6M | -2.5% | +1.5% | -3.9% | -3.3% |
| YTD | +10.2% | +19.4% | -9.2% | +5.1% |
| 1Y | +36.9% | +24.2% | +12.7% | +28.7% |
| 3Y | +47.0% | +32.8% | +14.2% | +33.8% |
| All | +47.0% | +32.7% | +14.3% | +33.8% |
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 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