+183.8%
EXC vs RRC
+63.1%
+120.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -1.7% | -10.3% | +8.6% | -1.0% |
| 30D | +9.3% | +19.5% | -10.2% | +7.7% |
| 3M | +1.0% | +27.9% | -26.9% | -1.0% |
| 6M | +5.9% | +21.2% | -15.2% | +4.2% |
| YTD | +7.6% | +39.6% | -31.9% | +4.6% |
| 1Y | +2.4% | +31.3% | -28.9% | -0.1% |
| 3Y | +30.2% | +51.9% | -21.7% | +24.6% |
| 5Y | +41.4% | +110.2% | -68.8% | +29.8% |
| 10Y | +183.8% | +56.7% | +127.1% | +133.1% |
| All | +183.8% | +63.1% | +120.7% | +133.1% |
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