+2,498.9%
MAR vs RRC
+344.1%
+2,154.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -4.2% | +1.3% | -5.5% | -4.4% |
| 30D | -6.7% | +10.1% | -16.8% | -8.1% |
| 3M | -12.5% | +4.0% | -16.5% | -13.3% |
| 6M | +0.6% | +1.6% | -1.0% | -0.3% |
| YTD | +9.1% | +19.7% | -10.6% | +5.2% |
| 1Y | +26.2% | +21.4% | +4.8% | +21.1% |
| 3Y | +68.2% | +29.7% | +38.5% | +57.6% |
| 5Y | +163.9% | +153.9% | +10.0% | +115.0% |
| 10Y | +420.6% | +10.8% | +409.7% | +316.2% |
| All | +2,498.9% | +344.1% | +2,154.8% | +2,440.6% |
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