-69.0%
EL vs RRC
+150.0%
-218.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.7% | -2.4% |
| 7D | -4.4% | -1.2% | -3.2% | -4.2% |
| 30D | +10.3% | +3.0% | +7.3% | +9.9% |
| 3M | +13.4% | +7.3% | +6.1% | +12.2% |
| 6M | +3.1% | +3.6% | -0.5% | +2.0% |
| YTD | -6.9% | +19.4% | -26.3% | -10.1% |
| 1Y | +11.9% | +21.4% | -9.5% | +7.5% |
| 3Y | -33.8% | +32.8% | -66.6% | -37.7% |
| 5Y | -69.0% | +152.0% | -220.9% | -72.7% |
| All | -69.0% | +150.0% | -218.9% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling