+90.9%
IT vs RRC
+72.2%
+18.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.0% |
| 7D | -6.8% | -0.5% | -6.4% | -6.8% |
| 30D | -0.6% | +25.2% | -25.8% | -2.8% |
| 3M | +3.1% | +27.8% | -24.8% | +0.5% |
| 6M | +25.5% | +27.2% | -1.7% | +22.4% |
| YTD | -23.5% | +48.2% | -71.7% | -26.6% |
| 1Y | -16.6% | +34.7% | -51.3% | -19.3% |
| 3Y | -53.1% | +62.2% | -115.3% | -55.7% |
| 5Y | -41.4% | +130.9% | -172.3% | -47.4% |
| 10Y | +90.9% | +73.4% | +17.5% | +54.8% |
| All | +90.9% | +72.2% | +18.7% | +54.8% |
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