+100.8%
DG vs RRC
+73.1%
+27.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.4% |
| 7D | +0.3% | +6.4% | -6.1% | +0.1% |
| 30D | +3.2% | +23.9% | -20.6% | +2.4% |
| 3M | +10.4% | +30.2% | -19.8% | +9.3% |
| 6M | +33.2% | +26.3% | +6.9% | +31.9% |
| YTD | +3.0% | +48.1% | -45.1% | +1.3% |
| 1Y | +31.2% | +37.7% | -6.5% | +29.4% |
| 3Y | +21.8% | +60.3% | -38.5% | +18.7% |
| 5Y | -35.0% | +135.3% | -170.3% | -38.2% |
| All | +100.8% | +73.1% | +27.7% | +77.4% |
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