-9.5%
M vs RRC
+71.8%
-81.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | +0.6% | +2.5% | -2.0% | -0.1% |
| 30D | +7.0% | +21.1% | -14.1% | +0.7% |
| 3M | +3.1% | +28.4% | -25.2% | -4.7% |
| 6M | +33.5% | +26.5% | +7.1% | +23.3% |
| YTD | +13.4% | +47.0% | -33.6% | -0.5% |
| 1Y | +22.4% | +35.2% | -12.8% | +9.7% |
| 3Y | +150.9% | +61.0% | +89.9% | +108.1% |
| 5Y | -3.0% | +133.6% | -136.7% | -31.6% |
| All | -9.5% | +71.8% | -81.3% | -54.6% |
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