+32.9%
DTE vs RRC
+154.4%
-121.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | 0.0% | -1.7% | +1.7% | +0.1% |
| 30D | -0.5% | +3.6% | -4.1% | -0.8% |
| 3M | -6.0% | +8.8% | -14.9% | -6.7% |
| 6M | -7.2% | +0.8% | -8.0% | -7.4% |
| YTD | +7.2% | +19.0% | -11.8% | +5.4% |
| 1Y | +4.1% | +22.9% | -18.9% | +1.9% |
| 3Y | +46.9% | +32.3% | +14.6% | +41.8% |
| 5Y | +32.9% | +151.6% | -118.7% | +27.4% |
| All | +32.9% | +154.4% | -121.5% | +27.4% |
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