+63.7%
EL vs RRC
+73.1%
-9.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.1% |
| 7D | +1.5% | +6.4% | -4.8% | +0.9% |
| 30D | +10.0% | +23.9% | -13.9% | +7.6% |
| 3M | +28.4% | +30.2% | -1.8% | +24.9% |
| 6M | +37.1% | +26.3% | +10.8% | +33.5% |
| YTD | +7.8% | +48.1% | -40.3% | +2.9% |
| 1Y | +26.0% | +37.7% | -11.6% | +21.1% |
| 3Y | +3.8% | +60.3% | -56.5% | -2.3% |
| 5Y | -65.2% | +135.3% | -200.5% | -69.0% |
| All | +63.7% | +73.1% | -9.3% | +31.0% |
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