+854.6%
DE vs RRC
+6.5%
+848.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -2.4% | -1.2% | -1.2% | -2.2% |
| 30D | +9.7% | +3.0% | +6.7% | +9.3% |
| 3M | +21.4% | +7.3% | +14.1% | +20.0% |
| 6M | +15.0% | +3.6% | +11.4% | +14.0% |
| YTD | +46.4% | +19.4% | +27.1% | +42.2% |
| 1Y | +45.6% | +21.4% | +24.2% | +40.7% |
| 3Y | +76.8% | +32.8% | +44.0% | +66.4% |
| 5Y | +99.4% | +152.0% | -52.6% | +67.3% |
| All | +854.6% | +6.5% | +848.1% | +702.0% |
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