+151.5%
EXC vs RRC
+7.9%
+143.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | +1.2% | -1.2% | +2.4% | +1.3% |
| 30D | -2.7% | +9.4% | -12.2% | -3.4% |
| 3M | -1.0% | +7.4% | -8.4% | -1.5% |
| 6M | -9.3% | +1.5% | -10.7% | -9.5% |
| YTD | +3.6% | +19.4% | -15.8% | +2.0% |
| 1Y | +5.9% | +24.2% | -18.3% | +3.8% |
| 3Y | +21.3% | +32.8% | -11.5% | +17.3% |
| 5Y | +46.2% | +152.9% | -106.7% | +32.4% |
| 10Y | +151.5% | +3.9% | +147.6% | +122.2% |
| All | +151.5% | +7.9% | +143.6% | +122.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling