+89.6%
DE vs RRC
+60.0%
+29.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | +0.3% | +6.4% | -6.1% | -0.4% |
| 30D | +3.6% | +23.9% | -20.3% | +0.6% |
| 3M | +10.2% | +30.2% | -19.9% | +6.4% |
| 6M | +16.6% | +26.3% | -9.7% | +12.9% |
| YTD | +45.8% | +48.1% | -2.3% | +37.3% |
| 1Y | +43.9% | +37.7% | +6.2% | +36.8% |
| 3Y | +89.6% | +60.3% | +29.3% | +70.7% |
| All | +89.6% | +60.0% | +29.7% | +70.7% |
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