+65.7%
DIA vs RRC
+156.2%
-90.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.4% |
| 7D | -0.2% | +1.3% | -1.5% | -0.3% |
| 30D | -1.5% | +10.1% | -11.6% | -2.6% |
| 3M | +3.8% | +4.0% | -0.2% | +3.2% |
| 6M | +10.3% | +1.6% | +8.7% | +9.7% |
| YTD | +12.1% | +19.7% | -7.6% | +9.2% |
| 1Y | +18.6% | +21.4% | -2.8% | +15.1% |
| 3Y | +60.6% | +29.7% | +31.0% | +52.9% |
| All | +65.7% | +156.2% | -90.6% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling