-20.7%
FDS vs RRC
+153.5%
-174.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.3% |
| 7D | -5.4% | -1.2% | -4.2% | -5.3% |
| 30D | +1.6% | +9.4% | -7.8% | +0.6% |
| 3M | +17.7% | +7.4% | +10.3% | +16.8% |
| 6M | +29.1% | +1.5% | +27.6% | +28.5% |
| YTD | +1.0% | +19.4% | -18.4% | -1.2% |
| 1Y | -21.6% | +24.2% | -45.9% | -23.7% |
| 3Y | -30.1% | +32.8% | -62.9% | -32.9% |
| 5Y | -20.7% | +152.9% | -173.7% | -26.0% |
| All | -20.7% | +153.5% | -174.2% | -26.0% |
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