+107.6%
DG vs RRC
+4.9%
+102.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -4.0% |
| 7D | -2.5% | -1.2% | -1.3% | -2.4% |
| 30D | +1.0% | +9.4% | -8.4% | +0.7% |
| 3M | +20.3% | +7.4% | +12.9% | +20.0% |
| 6M | -11.7% | +1.5% | -13.2% | -11.9% |
| YTD | -2.3% | +19.4% | -21.7% | -3.1% |
| 1Y | +20.0% | +24.2% | -4.2% | +18.8% |
| 3Y | +7.2% | +32.8% | -25.5% | +5.2% |
| 5Y | -37.9% | +152.9% | -190.8% | -41.2% |
| All | +107.6% | +4.9% | +102.6% | +89.7% |
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 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