+95.8%
NI vs RRC
+154.4%
-58.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | +1.3% | -1.7% | +3.0% | +1.5% |
| 30D | -0.3% | +3.6% | -3.9% | -0.7% |
| 3M | -9.5% | +8.8% | -18.3% | -10.4% |
| 6M | -10.2% | +0.8% | -11.0% | -10.5% |
| YTD | +1.8% | +19.0% | -17.2% | -0.6% |
| 1Y | +5.7% | +22.9% | -17.2% | +2.6% |
| 3Y | +69.6% | +32.3% | +37.3% | +61.8% |
| 5Y | +95.8% | +151.6% | -55.8% | +80.4% |
| All | +95.8% | +154.4% | -58.6% | +80.4% |
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