+2,739.7%
MSCI vs RRC
+35.3%
+2,704.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.8% |
| 7D | +1.5% | -10.3% | +11.8% | +3.2% |
| 30D | +14.4% | +19.5% | -5.1% | +10.7% |
| 3M | +15.2% | +27.9% | -12.7% | +10.1% |
| 6M | +11.2% | +21.2% | -9.9% | +7.0% |
| YTD | +13.9% | +39.6% | -25.6% | +6.7% |
| 1Y | +12.5% | +31.3% | -18.8% | +6.3% |
| 3Y | +32.3% | +51.9% | -19.7% | +20.0% |
| 5Y | +4.9% | +110.2% | -105.3% | -13.2% |
| 10Y | +779.7% | +56.7% | +723.0% | +568.3% |
| All | +2,739.7% | +35.3% | +2,704.4% | +1,733.4% |
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 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