+76.4%
FDS vs RRC
+4.5%
+71.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.4% |
| 7D | -8.8% | -1.7% | -7.0% | -8.7% |
| 30D | -1.4% | +3.6% | -5.0% | -1.7% |
| 3M | +13.9% | +8.8% | +5.0% | +13.0% |
| 6M | +27.4% | +0.8% | +26.6% | +27.1% |
| YTD | -2.5% | +19.0% | -21.4% | -4.1% |
| 1Y | -23.8% | +22.9% | -46.7% | -25.3% |
| 3Y | -32.5% | +32.3% | -64.8% | -34.7% |
| 5Y | -23.2% | +151.6% | -174.8% | -30.6% |
| 10Y | +76.4% | +5.5% | +70.9% | +56.5% |
| All | +76.4% | +4.5% | +71.9% | +56.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling