+9,751.0%
FDS vs RRC
+563.7%
+9,187.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.6% |
| 7D | -2.1% | -0.5% | -1.7% | -2.1% |
| 30D | +16.0% | +25.2% | -9.2% | +13.0% |
| 3M | +18.8% | +27.8% | -9.0% | +15.4% |
| 6M | +54.1% | +27.2% | +26.9% | +49.7% |
| YTD | +17.0% | +48.2% | -31.2% | +11.7% |
| 1Y | +25.5% | +34.7% | -9.2% | +20.9% |
| 3Y | -23.3% | +62.2% | -85.5% | -28.2% |
| 5Y | -22.6% | +130.9% | -153.5% | -32.0% |
| 10Y | +130.2% | +73.4% | +56.8% | +87.1% |
| All | +9,751.0% | +563.7% | +9,187.3% | +6,996.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling