+227.1%
LOW vs RRC
+6.5%
+220.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -2.6% | -1.2% | -1.5% | -2.5% |
| 30D | -11.1% | +3.0% | -14.1% | -11.4% |
| 3M | -8.5% | +7.3% | -15.8% | -9.2% |
| 6M | -20.8% | +3.6% | -24.4% | -21.3% |
| YTD | -17.2% | +19.4% | -36.6% | -18.9% |
| 1Y | -24.7% | +21.4% | -46.1% | -26.5% |
| 3Y | -9.7% | +32.8% | -42.5% | -13.4% |
| 5Y | +6.0% | +152.0% | -146.0% | -6.2% |
| All | +227.1% | +6.5% | +220.6% | +170.8% |
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