+927.6%
DD vs RRC
+1,202.2%
-274.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.5% |
| 7D | -3.5% | +1.3% | -4.8% | -3.7% |
| 30D | -10.3% | +10.1% | -20.4% | -11.4% |
| 3M | -7.5% | +4.0% | -11.5% | -8.2% |
| 6M | -8.0% | +1.6% | -9.6% | -8.5% |
| YTD | +10.5% | +19.7% | -9.2% | +7.5% |
| 1Y | +38.3% | +21.4% | +16.9% | +34.0% |
| 3Y | +42.5% | +29.7% | +12.8% | +35.8% |
| 5Y | +60.2% | +153.9% | -93.7% | +37.1% |
| 10Y | +68.9% | +10.8% | +58.0% | +41.2% |
| All | +927.6% | +1,202.2% | -274.6% | +655.9% |
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