+583.4%
DG vs RRC
-7.1%
+590.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.5% |
| 7D | +8.4% | +1.3% | +7.1% | +8.3% |
| 30D | +4.9% | +10.1% | -5.2% | +4.5% |
| 3M | +29.3% | +4.0% | +25.3% | +29.0% |
| 6M | -11.3% | +1.6% | -12.9% | -11.5% |
| YTD | +1.8% | +19.7% | -18.0% | +0.7% |
| 1Y | +25.3% | +21.4% | +3.9% | +23.9% |
| 3Y | +9.1% | +29.7% | -20.6% | +6.7% |
| 5Y | -34.9% | +153.9% | -188.7% | -39.1% |
| 10Y | +108.2% | +10.8% | +97.3% | +94.2% |
| All | +583.4% | -7.1% | +590.5% | +509.1% |
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