+53.9%
F vs RRC
+156.2%
-102.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.3% | +1.6% |
| 7D | +5.3% | +1.3% | +4.0% | +5.0% |
| 30D | +4.6% | +10.1% | -5.5% | +2.5% |
| 3M | -3.7% | +4.0% | -7.7% | -4.6% |
| 6M | +16.8% | +1.6% | +15.2% | +15.5% |
| YTD | +15.3% | +19.7% | -4.4% | +9.5% |
| 1Y | +31.0% | +21.4% | +9.6% | +23.4% |
| 3Y | +45.4% | +29.7% | +15.8% | +31.7% |
| All | +53.9% | +156.2% | -102.3% | +10.3% |
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