+424.9%
MAR vs RRC
+6.5%
+418.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.8% |
| 7D | -2.1% | -1.2% | -0.9% | -1.9% |
| 30D | -5.7% | +3.0% | -8.6% | -6.1% |
| 3M | -14.6% | +7.3% | -21.9% | -15.8% |
| 6M | +1.3% | +3.6% | -2.2% | +0.2% |
| YTD | +6.7% | +19.4% | -12.7% | +2.8% |
| 1Y | +26.4% | +21.4% | +5.0% | +21.1% |
| 3Y | +64.7% | +32.8% | +32.0% | +53.2% |
| 5Y | +153.1% | +152.0% | +1.1% | +105.3% |
| All | +424.9% | +6.5% | +418.4% | +269.5% |
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