+31.2%
EL vs RRC
+7.9%
+23.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | +1.7% | -1.2% | +2.9% | +1.8% |
| 30D | +15.5% | +9.4% | +6.1% | +14.5% |
| 3M | +20.6% | +7.4% | +13.2% | +19.6% |
| 6M | +10.5% | +1.5% | +9.0% | +9.8% |
| YTD | -1.9% | +19.4% | -21.3% | -4.2% |
| 1Y | +16.1% | +24.2% | -8.1% | +12.7% |
| 3Y | -30.2% | +32.8% | -63.0% | -33.1% |
| 5Y | -67.4% | +152.9% | -220.3% | -71.1% |
| 10Y | +31.2% | +3.9% | +27.4% | +10.7% |
| All | +31.2% | +7.9% | +23.3% | +10.7% |
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