+5,892.0%
FIX vs RRC
+10.9%
+5,881.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.1% |
| 7D | +6.0% | +1.3% | +4.7% | +5.8% |
| 30D | -7.2% | +10.1% | -17.4% | -9.0% |
| 3M | -15.9% | +4.0% | -19.9% | -16.8% |
| 6M | +12.7% | +1.6% | +11.2% | +11.6% |
| YTD | +72.8% | +19.7% | +53.1% | +65.5% |
| 1Y | +122.9% | +21.4% | +101.5% | +112.3% |
| 3Y | +774.3% | +29.7% | +744.7% | +723.6% |
| 5Y | +2,049.5% | +153.9% | +1,895.6% | +1,653.4% |
| All | +5,892.0% | +10.9% | +5,881.1% | +3,488.7% |
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 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