-22.7%
FDS vs RRC
+110.6%
-133.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.9% | -0.8% | -3.4% |
| 7D | -0.5% | -10.8% | +10.3% | +0.6% |
| 30D | +20.2% | +22.3% | -2.1% | +17.2% |
| 3M | +19.9% | +26.6% | -6.8% | +16.3% |
| 6M | +56.2% | +18.9% | +37.2% | +52.4% |
| YTD | +14.6% | +39.2% | -24.6% | +9.7% |
| 1Y | +31.6% | +34.0% | -2.4% | +26.4% |
| 3Y | -23.8% | +42.0% | -65.8% | -27.9% |
| All | -22.7% | +110.6% | -133.4% | -28.2% |
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