+27.4%
M vs RRC
+156.2%
-128.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.8% |
| 7D | +4.7% | +1.3% | +3.4% | +4.4% |
| 30D | -9.6% | +10.1% | -19.8% | -11.9% |
| 3M | +0.9% | +4.0% | -3.2% | -0.4% |
| 6M | +22.3% | +1.6% | +20.7% | +20.9% |
| YTD | +6.5% | +19.7% | -13.2% | +0.3% |
| 1Y | +38.8% | +21.4% | +17.4% | +29.3% |
| 3Y | +115.9% | +29.7% | +86.2% | +91.8% |
| All | +27.4% | +156.2% | -128.8% | -5.4% |
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