+251.0%
DIA vs RRC
+4.5%
+246.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.7% |
| 7D | -1.2% | -1.7% | +0.5% | -1.1% |
| 30D | -2.7% | +3.6% | -6.3% | -3.1% |
| 3M | +3.3% | +8.8% | -5.6% | +2.2% |
| 6M | +10.4% | +0.8% | +9.6% | +10.0% |
| YTD | +10.0% | +19.0% | -9.0% | +7.5% |
| 1Y | +16.2% | +22.9% | -6.7% | +12.9% |
| 3Y | +58.7% | +32.3% | +26.4% | +51.6% |
| 5Y | +63.6% | +151.6% | -88.0% | +42.6% |
| 10Y | +251.0% | +5.5% | +245.5% | +178.0% |
| All | +251.0% | +4.5% | +246.5% | +178.0% |
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 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