+447.4%
FLR vs RRC
+1,621.7%
-1,174.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.5% | -2.0% |
| 7D | +5.4% | +1.3% | +4.1% | +5.0% |
| 30D | +11.4% | +10.1% | +1.3% | +7.4% |
| 3M | +11.4% | +4.0% | +7.4% | +8.9% |
| 6M | +16.6% | +1.6% | +15.0% | +14.3% |
| YTD | +41.7% | +19.7% | +22.0% | +30.6% |
| 1Y | +35.4% | +21.4% | +14.0% | +23.3% |
| 3Y | +57.3% | +29.7% | +27.6% | +37.6% |
| 5Y | +241.0% | +153.9% | +87.1% | +116.7% |
| 10Y | +16.6% | +10.8% | +5.8% | -22.9% |
| All | +447.4% | +1,621.7% | -1,174.3% | +71.2% |
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