+91.4%
IT vs RRC
+4.5%
+86.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -9.1% | -1.7% | -7.4% | -9.0% |
| 30D | -12.2% | +3.6% | -15.8% | -12.4% |
| 3M | +7.8% | +8.8% | -1.0% | +6.9% |
| 6M | +2.0% | +0.8% | +1.2% | +1.7% |
| YTD | -32.7% | +19.0% | -51.7% | -33.9% |
| 1Y | -31.1% | +22.9% | -54.0% | -32.7% |
| 3Y | -52.1% | +32.3% | -84.4% | -53.9% |
| 5Y | -46.3% | +151.6% | -197.8% | -51.8% |
| 10Y | +91.4% | +5.5% | +85.8% | +64.6% |
| All | +91.4% | +4.5% | +86.8% | +64.6% |
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