+55.3%
O vs RRC
+4.5%
+50.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -2.3% | -1.7% | -0.5% | -2.1% |
| 30D | -2.4% | +3.6% | -6.0% | -2.7% |
| 3M | -0.6% | +8.8% | -9.4% | -1.3% |
| 6M | -5.0% | +0.8% | -5.8% | -5.2% |
| YTD | +10.4% | +19.0% | -8.6% | +8.5% |
| 1Y | +6.6% | +22.9% | -16.4% | +4.4% |
| 3Y | +28.4% | +32.3% | -3.9% | +23.8% |
| 5Y | +15.3% | +151.6% | -136.3% | +3.6% |
| 10Y | +55.3% | +5.5% | +49.8% | +29.5% |
| All | +55.3% | +4.5% | +50.8% | +29.5% |
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