+3,486.6%
DTE vs RRC
+1,198.8%
+2,287.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +0.9% |
| 7D | +0.9% | -1.2% | +2.1% | +0.9% |
| 30D | -1.9% | +9.4% | -11.3% | -2.4% |
| 3M | -3.3% | +7.4% | -10.7% | -3.8% |
| 6M | -7.1% | +1.5% | -8.6% | -7.3% |
| YTD | +8.1% | +19.4% | -11.3% | +6.9% |
| 1Y | +5.3% | +24.2% | -19.0% | +3.7% |
| 3Y | +48.2% | +32.8% | +15.4% | +44.7% |
| 5Y | +33.2% | +152.9% | -119.7% | +23.8% |
| 10Y | +137.5% | +3.9% | +133.7% | +117.0% |
| All | +3,486.6% | +1,198.8% | +2,287.8% | +2,921.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling