+7.8%
LOW vs RRC
+154.4%
-146.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -0.6% | -1.7% | +1.1% | -0.5% |
| 30D | -9.3% | +3.6% | -12.9% | -9.5% |
| 3M | -8.1% | +8.8% | -16.9% | -8.8% |
| 6M | -19.8% | +0.8% | -20.5% | -20.1% |
| YTD | -16.4% | +19.0% | -35.3% | -18.2% |
| 1Y | -24.7% | +22.9% | -47.6% | -26.7% |
| 3Y | -8.8% | +32.3% | -41.1% | -13.1% |
| 5Y | +7.8% | +151.6% | -143.8% | -6.1% |
| All | +7.8% | +154.4% | -146.6% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling