-3.4%
M vs RRC
+7.9%
-11.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | +2.4% | -1.2% | +3.6% | +2.7% |
| 30D | -11.6% | +9.4% | -21.0% | -13.9% |
| 3M | +1.6% | +7.4% | -5.8% | -0.7% |
| 6M | +25.2% | +1.5% | +23.7% | +23.7% |
| YTD | +3.8% | +19.4% | -15.6% | -2.6% |
| 1Y | +36.3% | +24.2% | +12.1% | +25.9% |
| 3Y | +116.3% | +32.8% | +83.6% | +91.0% |
| 5Y | +28.2% | +152.9% | -124.7% | -11.3% |
| 10Y | -3.4% | +3.9% | -7.2% | -47.1% |
| All | -3.4% | +7.9% | -11.3% | -47.1% |
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 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