-28.1%
DT vs RRC
+153.5%
-181.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.1% |
| 7D | -4.9% | -1.2% | -3.7% | -4.6% |
| 30D | +2.7% | +9.4% | -6.7% | +0.9% |
| 3M | +20.0% | +7.4% | +12.6% | +17.9% |
| 6M | +28.0% | +1.5% | +26.6% | +26.9% |
| YTD | +16.0% | +19.4% | -3.4% | +11.0% |
| 1Y | +0.7% | +24.2% | -23.5% | -4.9% |
| 3Y | +6.2% | +32.8% | -26.6% | -2.8% |
| 5Y | -28.1% | +152.9% | -181.0% | -41.3% |
| All | -28.1% | +153.5% | -181.6% | -41.3% |
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