+8,782.6%
FDS vs RRC
+436.3%
+8,346.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.4% |
| 7D | -1.9% | +1.3% | -3.2% | -2.0% |
| 30D | +9.0% | +10.1% | -1.1% | +7.9% |
| 3M | +18.9% | +4.0% | +14.8% | +18.3% |
| 6M | +35.1% | +1.6% | +33.5% | +34.6% |
| YTD | +5.5% | +19.7% | -14.2% | +3.3% |
| 1Y | -16.8% | +21.4% | -38.2% | -18.8% |
| 3Y | -28.1% | +29.7% | -57.7% | -31.0% |
| 5Y | -17.4% | +153.9% | -171.3% | -28.1% |
| 10Y | +85.4% | +10.8% | +74.6% | +58.6% |
| All | +8,782.6% | +436.3% | +8,346.4% | +6,464.7% |
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