+2,417.1%
MSCI vs RRC
+16.1%
+2,401.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | +0.4% | +1.3% | -0.9% | +0.2% |
| 30D | +0.6% | +10.1% | -9.6% | -1.0% |
| 3M | -7.1% | +4.0% | -11.1% | -7.9% |
| 6M | +0.8% | +1.6% | -0.8% | +0.1% |
| YTD | +1.0% | +19.7% | -18.7% | -2.5% |
| 1Y | +4.3% | +21.4% | -17.1% | +0.1% |
| 3Y | +9.9% | +29.7% | -19.7% | +2.6% |
| 5Y | -6.8% | +153.9% | -160.6% | -25.3% |
| 10Y | +614.7% | +10.8% | +603.8% | +484.8% |
| All | +2,417.1% | +16.1% | +2,401.1% | +1,574.2% |
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