+508.4%
F vs RRC
+1,414.2%
-905.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.4% |
| 7D | +1.6% | -10.8% | +12.4% | +2.8% |
| 30D | +2.6% | +22.3% | -19.7% | +0.1% |
| 3M | -8.8% | +26.6% | -35.4% | -11.4% |
| 6M | +4.6% | +18.9% | -14.3% | +2.1% |
| YTD | -1.9% | +39.2% | -41.1% | -6.2% |
| 1Y | -0.8% | +34.0% | -34.7% | -4.8% |
| 3Y | +43.5% | +42.0% | +1.5% | +35.6% |
| 5Y | -12.1% | +111.9% | -123.9% | -21.9% |
| 10Y | +83.6% | +62.8% | +20.9% | +51.2% |
| All | +508.4% | +1,414.2% | -905.8% | +365.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling