+126.0%
FDS vs RRC
+67.7%
+58.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.8% | -5.0% | -0.6% |
| 7D | -2.0% | -5.2% | +3.2% | -1.6% |
| 30D | +13.5% | +25.2% | -11.7% | +11.1% |
| 3M | +15.2% | +27.4% | -12.2% | +12.6% |
| 6M | +47.0% | +27.0% | +20.0% | +43.6% |
| YTD | +13.9% | +46.3% | -32.4% | +9.8% |
| 1Y | +25.2% | +37.1% | -11.9% | +21.3% |
| 3Y | -25.3% | +60.2% | -85.5% | -29.1% |
| 5Y | -23.3% | +136.6% | -159.9% | -30.5% |
| 10Y | +126.0% | +68.8% | +57.2% | +87.6% |
| All | +126.0% | +67.7% | +58.3% | +87.6% |
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 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