-8.1%
M vs RRC
+73.1%
-81.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.3% |
| 7D | +7.0% | +6.4% | +0.6% | +5.2% |
| 30D | +8.9% | +23.9% | -15.0% | +1.9% |
| 3M | +4.5% | +30.2% | -25.7% | -3.9% |
| 6M | +36.2% | +26.3% | +9.9% | +25.9% |
| YTD | +15.1% | +48.1% | -33.0% | +0.8% |
| 1Y | +27.4% | +37.7% | -10.2% | +13.6% |
| 3Y | +160.1% | +60.3% | +99.9% | +116.1% |
| 5Y | -1.6% | +135.3% | -136.9% | -30.7% |
| All | -8.1% | +73.1% | -81.2% | -54.0% |
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