+12.0%
MSCI vs RRC
+31.6%
-19.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.7% | -2.3% |
| 7D | +2.8% | -10.8% | +13.6% | +2.7% |
| 30D | +15.4% | +22.3% | -6.9% | +14.9% |
| 3M | +13.4% | +26.6% | -13.2% | +12.9% |
| 6M | +10.9% | +18.9% | -8.0% | +10.5% |
| YTD | +13.0% | +39.2% | -26.2% | +10.9% |
| 1Y | +12.0% | +34.0% | -21.9% | +9.4% |
| All | +12.0% | +31.6% | -19.6% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling