+284.9%
IR vs RRC
+75.9%
+209.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.6% |
| 7D | +0.6% | -1.2% | +1.8% | +0.9% |
| 30D | -13.6% | +9.4% | -23.0% | -15.1% |
| 3M | +3.7% | +7.4% | -3.7% | +2.0% |
| 6M | -13.1% | +1.5% | -14.5% | -13.9% |
| YTD | -5.1% | +19.4% | -24.5% | -9.1% |
| 1Y | -6.5% | +24.2% | -30.7% | -11.5% |
| 3Y | +8.5% | +32.8% | -24.3% | 0.0% |
| 5Y | +43.3% | +152.9% | -109.6% | +12.1% |
| All | +284.9% | +75.9% | +209.0% | +185.3% |
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