+143.0%
ED vs RRC
+71.8%
+71.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -1.7% | +2.5% | -4.3% | -1.8% |
| 30D | +10.7% | +21.1% | -10.4% | +9.8% |
| 3M | +11.6% | +28.4% | -16.7% | +10.5% |
| 6M | +13.5% | +26.5% | -12.9% | +12.4% |
| YTD | +23.1% | +47.0% | -23.9% | +21.2% |
| 1Y | +23.1% | +35.2% | -12.1% | +21.5% |
| 3Y | +47.9% | +61.0% | -13.0% | +44.4% |
| 5Y | +83.9% | +133.6% | -49.7% | +75.6% |
| All | +143.0% | +71.8% | +71.2% | +103.5% |
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