+193.4%
NI vs RRC
+73.1%
+120.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | +4.3% | +6.4% | -2.1% | +3.9% |
| 30D | +12.4% | +23.9% | -11.5% | +10.6% |
| 3M | +10.2% | +30.2% | -20.0% | +8.1% |
| 6M | -0.8% | +26.3% | -27.1% | -2.6% |
| YTD | +13.2% | +48.1% | -34.8% | +10.0% |
| 1Y | +10.1% | +37.7% | -27.6% | +7.4% |
| 3Y | +103.1% | +60.3% | +42.8% | +95.1% |
| 5Y | +115.5% | +135.3% | -19.7% | +100.9% |
| All | +193.4% | +73.1% | +120.4% | +137.5% |
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