+9,511.0%
FDS vs RRC
+525.2%
+8,985.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.4% |
| 7D | -5.0% | -10.3% | +5.4% | -3.9% |
| 30D | +13.8% | +19.5% | -5.7% | +11.4% |
| 3M | +14.8% | +27.9% | -13.1% | +11.5% |
| 6M | +47.4% | +21.2% | +26.2% | +43.9% |
| YTD | +14.2% | +39.6% | -25.4% | +9.6% |
| 1Y | +26.6% | +31.3% | -4.6% | +22.3% |
| 3Y | -24.4% | +51.9% | -76.4% | -28.8% |
| 5Y | -22.6% | +110.2% | -132.8% | -31.4% |
| 10Y | +130.0% | +56.7% | +73.3% | +89.0% |
| All | +9,511.0% | +525.2% | +8,985.8% | +6,867.0% |
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 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