+604.7%
DG vs RRC
+8.3%
+596.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.2% |
| 7D | +0.7% | -10.3% | +11.0% | +1.1% |
| 30D | +7.4% | +19.5% | -12.0% | +6.5% |
| 3M | +8.5% | +27.9% | -19.4% | +7.2% |
| 6M | +21.9% | +21.2% | +0.7% | +20.6% |
| YTD | +4.9% | +39.6% | -34.6% | +3.0% |
| 1Y | +40.4% | +31.3% | +9.1% | +38.2% |
| 3Y | +23.5% | +51.9% | -28.5% | +19.9% |
| 5Y | -32.3% | +110.2% | -142.5% | -36.1% |
| 10Y | +119.3% | +56.7% | +62.7% | +100.7% |
| All | +604.7% | +8.3% | +596.4% | +523.0% |
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