+112.2%
DT vs RRC
+685.3%
-573.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -0.5% | -1.7% | +1.2% | -0.3% |
| 30D | +0.1% | +3.6% | -3.5% | -0.3% |
| 3M | +24.1% | +8.8% | +15.3% | +22.8% |
| 6M | +30.1% | +0.8% | +29.3% | +29.6% |
| YTD | +16.8% | +19.0% | -2.2% | +14.1% |
| 1Y | -0.1% | +22.9% | -23.0% | -2.9% |
| 3Y | +6.8% | +32.3% | -25.5% | +2.4% |
| 5Y | -28.4% | +151.6% | -179.9% | -35.1% |
| All | +112.2% | +685.3% | -573.1% | +68.8% |
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