+1,111.5%
DD vs RRC
+1,418.2%
-306.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.3% | +5.6% | +5.9% |
| 7D | +9.8% | -10.3% | +20.1% | +11.3% |
| 30D | +19.3% | +19.5% | -0.1% | +16.5% |
| 3M | +9.4% | +27.9% | -18.5% | +5.7% |
| 6M | +4.8% | +21.2% | -16.4% | +1.8% |
| YTD | +30.2% | +39.6% | -9.3% | +23.9% |
| 1Y | +32.2% | +31.3% | +0.9% | +26.7% |
| 3Y | +93.1% | +51.9% | +41.2% | +80.2% |
| 5Y | +68.0% | +110.2% | -42.2% | +46.8% |
| 10Y | +98.5% | +56.7% | +41.8% | +59.4% |
| All | +1,111.5% | +1,418.2% | -306.7% | +771.8% |
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 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