+500.9%
MAR vs RRC
+71.8%
+429.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | +1.8% | +2.5% | -0.8% | +1.4% |
| 30D | +14.3% | +21.1% | -6.8% | +10.5% |
| 3M | +20.0% | +28.4% | -8.4% | +14.9% |
| 6M | +21.7% | +26.5% | -4.7% | +16.4% |
| YTD | +37.7% | +47.0% | -9.3% | +27.8% |
| 1Y | +46.8% | +35.2% | +11.6% | +38.0% |
| 3Y | +121.0% | +61.0% | +60.0% | +99.1% |
| 5Y | +183.1% | +133.6% | +49.5% | +132.5% |
| All | +500.9% | +71.8% | +429.1% | +298.2% |
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