-10.2%
DOW vs RRC
+312.9%
-323.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -2.4% | -1.2% | -1.2% | -2.1% |
| 30D | -4.1% | +3.0% | -7.1% | -4.7% |
| 3M | -12.4% | +7.3% | -19.7% | -13.8% |
| 6M | -10.6% | +3.6% | -14.2% | -11.2% |
| YTD | +31.1% | +19.4% | +11.7% | +25.9% |
| 1Y | +30.5% | +21.4% | +9.1% | +24.5% |
| 3Y | -34.4% | +32.8% | -67.2% | -39.7% |
| 5Y | -35.5% | +152.0% | -187.5% | -50.8% |
| All | -10.2% | +312.9% | -323.1% | -51.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling