+75.5%
F vs RRC
+60.0%
+15.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.4% | +0.6% |
| 7D | -0.6% | -10.3% | +9.7% | +1.2% |
| 30D | +2.9% | +19.5% | -16.6% | -0.8% |
| 3M | -9.5% | +27.9% | -37.4% | -13.9% |
| 6M | +4.0% | +21.2% | -17.1% | -0.4% |
| YTD | -1.3% | +39.6% | -40.8% | -8.4% |
| 1Y | -1.9% | +31.3% | -33.2% | -8.2% |
| 3Y | +53.5% | +51.9% | +1.5% | +37.6% |
| 5Y | -15.1% | +110.2% | -125.3% | -30.8% |
| All | +75.5% | +60.0% | +15.5% | +22.2% |
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 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