+104.0%
ED vs RRC
+7.9%
+96.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | +0.5% | -1.2% | +1.7% | +0.6% |
| 30D | +1.1% | +9.4% | -8.3% | +0.8% |
| 3M | +4.6% | +7.4% | -2.7% | +4.4% |
| 6M | -2.0% | +1.5% | -3.4% | -2.1% |
| YTD | +11.7% | +19.4% | -7.7% | +10.9% |
| 1Y | +15.7% | +24.2% | -8.5% | +14.7% |
| 3Y | +34.4% | +32.8% | +1.6% | +32.1% |
| 5Y | +67.3% | +152.9% | -85.6% | +59.4% |
| 10Y | +104.0% | +3.9% | +100.2% | +75.1% |
| All | +104.0% | +7.9% | +96.1% | +75.1% |
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