+6,459.5%
EFX vs RRC
+1,202.2%
+5,257.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.9% | -5.5% | -6.3% |
| 7D | -8.6% | +1.3% | -9.9% | -8.7% |
| 30D | +0.1% | +10.1% | -10.0% | -0.7% |
| 3M | +3.8% | +4.0% | -0.2% | +3.4% |
| 6M | -13.5% | +1.6% | -15.1% | -13.8% |
| YTD | -17.7% | +19.7% | -37.4% | -19.1% |
| 1Y | -25.6% | +21.4% | -47.0% | -27.1% |
| 3Y | -12.1% | +29.7% | -41.8% | -14.8% |
| 5Y | -33.8% | +153.9% | -187.7% | -40.2% |
| 10Y | +45.1% | +10.8% | +34.3% | +29.3% |
| All | +6,459.5% | +1,202.2% | +5,257.3% | +4,682.8% |
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