+129.4%
FDS vs RRC
+71.8%
+57.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.9% |
| 7D | -2.6% | +2.5% | -5.1% | -2.8% |
| 30D | +14.1% | +21.1% | -7.1% | +12.0% |
| 3M | +19.8% | +28.4% | -8.6% | +17.0% |
| 6M | +55.0% | +26.5% | +28.5% | +51.4% |
| YTD | +15.9% | +47.0% | -31.1% | +11.7% |
| 1Y | +24.2% | +35.2% | -11.0% | +20.4% |
| 3Y | -24.0% | +61.0% | -85.0% | -27.9% |
| 5Y | -23.3% | +133.6% | -156.9% | -30.5% |
| All | +129.4% | +71.8% | +57.6% | +89.3% |
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 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