+76.2%
O vs RRC
+73.1%
+3.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -0.8% |
| 7D | -0.4% | +6.4% | -6.8% | -0.9% |
| 30D | +7.1% | +23.9% | -16.8% | +5.1% |
| 3M | -5.2% | +30.2% | -35.4% | -7.4% |
| 6M | -1.8% | +26.3% | -28.0% | -3.9% |
| YTD | +9.1% | +48.1% | -39.0% | +5.1% |
| 1Y | +9.7% | +37.7% | -28.0% | +6.3% |
| 3Y | +39.1% | +60.3% | -21.2% | +32.0% |
| 5Y | +8.4% | +135.3% | -126.9% | -2.2% |
| All | +76.2% | +73.1% | +3.1% | +37.3% |
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