+95.1%
F vs RRC
+5.5%
+89.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.3% | +1.6% |
| 7D | +5.3% | +1.3% | +4.0% | +5.1% |
| 30D | +4.6% | +10.1% | -5.5% | +2.8% |
| 3M | -3.7% | +4.0% | -7.7% | -4.5% |
| 6M | +16.8% | +1.6% | +15.2% | +15.7% |
| YTD | +15.3% | +19.7% | -4.4% | +10.5% |
| 1Y | +31.0% | +21.4% | +9.6% | +24.7% |
| 3Y | +45.4% | +29.7% | +15.8% | +34.6% |
| 5Y | +54.7% | +153.9% | -99.2% | +22.4% |
| All | +95.1% | +5.5% | +89.6% | +46.7% |
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