+7,515.3%
EW vs RRC
+3,977.2%
+3,538.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.5% |
| 7D | +12.3% | -10.3% | +22.6% | +13.3% |
| 30D | +22.9% | +19.5% | +3.4% | +20.6% |
| 3M | +16.7% | +27.9% | -11.2% | +13.7% |
| 6M | +31.0% | +21.2% | +9.8% | +28.1% |
| YTD | +22.8% | +39.6% | -16.7% | +18.3% |
| 1Y | +25.6% | +31.3% | -5.7% | +21.6% |
| 3Y | +62.0% | +51.9% | +10.0% | +53.1% |
| 5Y | -12.8% | +110.2% | -122.9% | -21.8% |
| 10Y | +239.8% | +56.7% | +183.1% | +185.9% |
| All | +7,515.3% | +3,977.2% | +3,538.0% | +4,949.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling