+6,873.7%
EFX vs RRC
+1,491.2%
+5,382.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.8% | -4.9% | -0.4% |
| 7D | +0.3% | -5.2% | +5.5% | +0.7% |
| 30D | +29.1% | +25.2% | +3.9% | +26.5% |
| 3M | +4.3% | +27.4% | -23.1% | +2.0% |
| 6M | +7.7% | +27.0% | -19.3% | +5.3% |
| YTD | -12.5% | +46.3% | -58.7% | -15.7% |
| 1Y | -8.8% | +37.1% | -45.9% | -11.8% |
| 3Y | +4.3% | +60.2% | -55.8% | -0.8% |
| 5Y | -29.4% | +136.6% | -166.0% | -36.0% |
| 10Y | +78.1% | +68.8% | +9.3% | +53.2% |
| All | +6,873.7% | +1,491.2% | +5,382.5% | +4,888.9% |
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