+14,331.0%
DE vs RRC
+1,499.3%
+12,831.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | +2.3% | +2.5% | -0.2% | +2.0% |
| 30D | +4.4% | +21.1% | -16.7% | +1.7% |
| 3M | +9.8% | +28.4% | -18.6% | +6.1% |
| 6M | +15.8% | +26.5% | -10.7% | +11.9% |
| YTD | +47.0% | +47.0% | -0.1% | +39.2% |
| 1Y | +42.8% | +35.2% | +7.6% | +36.5% |
| 3Y | +88.9% | +61.0% | +27.9% | +74.8% |
| 5Y | +101.9% | +133.6% | -31.7% | +73.9% |
| 10Y | +767.5% | +72.1% | +695.4% | +589.7% |
| All | +14,331.0% | +1,499.3% | +12,831.7% | +10,329.5% |
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