+5,059.0%
NI vs RRC
+1,202.2%
+3,856.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.6% |
| 7D | +2.0% | +1.3% | +0.7% | +1.9% |
| 30D | -3.5% | +10.1% | -13.7% | -4.1% |
| 3M | -9.1% | +4.0% | -13.1% | -9.4% |
| 6M | -11.8% | +1.6% | -13.4% | -12.0% |
| YTD | +1.1% | +19.7% | -18.6% | -0.2% |
| 1Y | +6.7% | +21.4% | -14.7% | +5.2% |
| 3Y | +71.1% | +29.7% | +41.4% | +67.1% |
| 5Y | +94.3% | +153.9% | -59.6% | +79.8% |
| 10Y | +135.8% | +10.8% | +125.0% | +114.9% |
| All | +5,059.0% | +1,202.2% | +3,856.8% | +4,301.4% |
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