-15.8%
F vs RRC
+110.6%
-126.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.2% |
| 7D | +1.6% | -10.8% | +12.4% | +3.8% |
| 30D | +2.6% | +22.3% | -19.7% | -2.0% |
| 3M | -8.8% | +26.6% | -35.4% | -13.7% |
| 6M | +4.6% | +18.9% | -14.3% | 0.0% |
| YTD | -1.9% | +39.2% | -41.1% | -10.3% |
| 1Y | -0.8% | +34.0% | -34.7% | -8.7% |
| 3Y | +43.5% | +42.0% | +1.5% | +26.7% |
| All | -15.8% | +110.6% | -126.5% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling