+618.6%
MSCI vs RRC
+5.5%
+613.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | +0.4% | +1.3% | -0.9% | +0.3% |
| 30D | +0.6% | +10.1% | -9.6% | -0.4% |
| 3M | -7.1% | +4.0% | -11.1% | -7.5% |
| 6M | +0.8% | +1.6% | -0.8% | +0.4% |
| YTD | +1.0% | +19.7% | -18.7% | -1.1% |
| 1Y | +4.3% | +21.4% | -17.1% | +1.9% |
| 3Y | +9.9% | +29.7% | -19.7% | +5.7% |
| 5Y | -6.8% | +153.9% | -160.6% | -16.6% |
| All | +618.6% | +5.5% | +613.1% | +486.3% |
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