-1.4%
DOW vs RRC
+412.5%
-413.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.3% | +2.1% | +3.1% |
| 7D | -0.5% | -0.5% | 0.0% | -0.4% |
| 30D | +15.7% | +25.2% | -9.5% | +9.6% |
| 3M | +5.3% | +27.8% | -22.5% | -0.8% |
| 6M | -14.2% | +27.2% | -41.4% | -19.1% |
| YTD | +43.9% | +48.2% | -4.3% | +31.1% |
| 1Y | +53.1% | +34.7% | +18.3% | +42.1% |
| 3Y | -21.8% | +62.2% | -84.1% | -31.4% |
| 5Y | -28.3% | +130.9% | -159.2% | -44.4% |
| All | -1.4% | +412.5% | -413.9% | -49.1% |
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 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