+332.8%
ESI vs RRC
+72.2%
+260.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +3.7% |
| 7D | +1.8% | -0.5% | +2.3% | +1.9% |
| 30D | -6.6% | +25.2% | -31.8% | -10.8% |
| 3M | -9.4% | +27.8% | -37.2% | -14.0% |
| 6M | -24.1% | +27.2% | -51.3% | -28.2% |
| YTD | +37.1% | +48.2% | -11.0% | +25.3% |
| 1Y | +24.5% | +34.7% | -10.2% | +15.8% |
| 3Y | +83.2% | +62.2% | +20.9% | +62.4% |
| 5Y | +44.0% | +130.9% | -87.0% | +15.1% |
| 10Y | +332.8% | +73.4% | +259.4% | +213.7% |
| All | +332.8% | +72.2% | +260.6% | +213.7% |
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