+3,179.7%
MAR vs RRC
+445.4%
+2,734.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.6% |
| 3M | +20.0% | +28.4% | -8.4% | +15.0% |
| 6M | +21.7% | +26.5% | -4.7% | +16.5% |
| YTD | +37.7% | +47.0% | -9.3% | +28.1% |
| 1Y | +46.8% | +35.2% | +11.6% | +38.2% |
| 3Y | +121.0% | +61.0% | +60.0% | +99.9% |
| 5Y | +183.1% | +133.6% | +49.5% | +133.7% |
| 10Y | +532.4% | +72.1% | +460.3% | +372.1% |
| All | +3,179.7% | +445.4% | +2,734.3% | +2,992.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling