+121.7%
EW vs RRC
+7.9%
+113.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.3% | -3.5% |
| 7D | -4.4% | -1.2% | -3.2% | -4.3% |
| 30D | -3.3% | +9.4% | -12.8% | -4.0% |
| 3M | +1.0% | +7.4% | -6.4% | +0.4% |
| 6M | +6.2% | +1.5% | +4.8% | +5.9% |
| YTD | +1.7% | +19.4% | -17.7% | +0.1% |
| 1Y | +8.1% | +24.2% | -16.1% | +5.8% |
| 3Y | +17.1% | +32.8% | -15.7% | +13.1% |
| 5Y | -29.4% | +152.9% | -182.3% | -35.9% |
| 10Y | +121.7% | +3.9% | +117.9% | +100.0% |
| All | +121.7% | +7.9% | +113.8% | +100.0% |
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