+3,800.0%
FIX vs RRC
+63.1%
+3,736.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.3% | +9.1% | +9.4% |
| 7D | -7.2% | -10.3% | +3.1% | -5.2% |
| 30D | -35.1% | +19.5% | -54.6% | -37.3% |
| 3M | -34.3% | +27.9% | -62.2% | -37.4% |
| 6M | -42.9% | +21.2% | -64.1% | -45.4% |
| YTD | +19.5% | +39.6% | -20.1% | +10.8% |
| 1Y | +16.8% | +31.3% | -14.5% | +9.5% |
| 3Y | +506.7% | +51.9% | +454.8% | +453.9% |
| 5Y | +1,046.7% | +110.2% | +936.5% | +856.3% |
| 10Y | +3,800.0% | +56.7% | +3,743.3% | +2,402.0% |
| All | +3,800.0% | +63.1% | +3,736.9% | +2,402.0% |
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 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