+285.6%
FITB vs RRC
+4.5%
+281.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -0.4% | -1.7% | +1.4% | 0.0% |
| 30D | -5.1% | +3.6% | -8.7% | -5.9% |
| 3M | +3.5% | +8.8% | -5.3% | +1.5% |
| 6M | +17.2% | +0.8% | +16.4% | +16.2% |
| YTD | +17.6% | +19.0% | -1.3% | +12.3% |
| 1Y | +23.4% | +22.9% | +0.4% | +16.5% |
| 3Y | +129.7% | +32.3% | +97.4% | +109.8% |
| 5Y | +68.4% | +151.6% | -83.2% | +28.8% |
| 10Y | +285.6% | +5.5% | +280.1% | +134.8% |
| All | +285.6% | +4.5% | +281.1% | +134.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling