+21.6%
DG vs RRC
+23.3%
-1.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.6% |
| 7D | -4.8% | -1.7% | -3.1% | -4.9% |
| 30D | +1.8% | +3.6% | -1.8% | +1.9% |
| 3M | +14.5% | +8.8% | +5.6% | +14.9% |
| 6M | -13.6% | +0.8% | -14.3% | -13.7% |
| YTD | -4.8% | +19.0% | -23.8% | -6.3% |
| 1Y | +21.6% | +22.9% | -1.3% | +21.9% |
| All | +21.6% | +23.3% | -1.7% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling