+2,449.8%
ED vs RRC
+1,414.2%
+1,035.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.6% | -2.3% |
| 7D | +1.6% | -10.8% | +12.5% | +2.1% |
| 30D | +13.3% | +22.3% | -9.0% | +12.4% |
| 3M | +9.7% | +26.6% | -16.9% | +8.6% |
| 6M | +12.8% | +18.9% | -6.1% | +11.9% |
| YTD | +22.3% | +39.2% | -16.9% | +20.6% |
| 1Y | +26.3% | +34.0% | -7.7% | +24.6% |
| 3Y | +45.0% | +42.0% | +3.0% | +42.1% |
| 5Y | +80.2% | +111.9% | -31.7% | +72.3% |
| 10Y | +129.9% | +62.8% | +67.1% | +112.1% |
| All | +2,449.8% | +1,414.2% | +1,035.6% | +2,090.2% |
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