+5.6%
MSCI vs RRC
+132.2%
-126.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -0.7% | +2.5% | -3.2% | -1.0% |
| 30D | +16.2% | +21.1% | -5.0% | +12.5% |
| 3M | +16.1% | +28.4% | -12.2% | +11.4% |
| 6M | +12.9% | +26.5% | -13.5% | +8.3% |
| YTD | +14.8% | +47.0% | -32.2% | +7.1% |
| 1Y | +13.8% | +35.2% | -21.4% | +7.4% |
| 3Y | +31.2% | +61.0% | -29.7% | +18.2% |
| 5Y | +5.6% | +133.6% | -128.1% | -11.4% |
| All | +5.6% | +132.2% | -126.6% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling