+340.0%
IR vs RRC
+115.5%
+224.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.8% | -6.0% | -2.0% |
| 7D | +1.5% | -5.2% | +6.7% | +2.5% |
| 30D | +9.0% | +25.2% | -16.2% | +4.1% |
| 3M | -0.9% | +27.4% | -28.2% | -5.7% |
| 6M | +13.4% | +27.0% | -13.6% | +7.5% |
| YTD | +8.5% | +46.3% | -37.8% | -0.5% |
| 1Y | +11.3% | +37.1% | -25.9% | +3.2% |
| 3Y | +26.0% | +60.2% | -34.2% | +11.9% |
| 5Y | +47.9% | +136.6% | -88.8% | +17.3% |
| All | +340.0% | +115.5% | +224.5% | +212.5% |
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