+69.0%
F vs RRC
+72.2%
-3.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.5% |
| 7D | -2.1% | -0.5% | -1.7% | -2.1% |
| 30D | +3.3% | +25.2% | -21.9% | -1.2% |
| 3M | -11.3% | +27.8% | -39.1% | -15.6% |
| 6M | +5.3% | +27.2% | -21.9% | 0.0% |
| YTD | -2.2% | +48.2% | -50.4% | -10.3% |
| 1Y | -3.5% | +34.7% | -38.3% | -10.1% |
| 3Y | +49.5% | +62.2% | -12.7% | +32.5% |
| 5Y | -13.5% | +130.9% | -144.4% | -30.6% |
| 10Y | +69.0% | +73.4% | -4.4% | +13.9% |
| All | +69.0% | +72.2% | -3.2% | +13.9% |
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